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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
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2018
Persistent link: https://www.econbiz.de/10011778197
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3
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
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