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European journal of operational research : EJOR
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Electricity futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
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2
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
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3
A fast calibrating volatility model for option pricing
Date, Paresh
;
Islyaev, Suren
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 599-606
Persistent link: https://www.econbiz.de/10010510013
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4
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
Date, Paresh
;
Wang, Chieh
- In:
European journal of operational research : EJOR
195
(
2009
)
1
,
pp. 156-166
Persistent link: https://www.econbiz.de/10008161131
Saved in:
5
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-Chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10010092322
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