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1
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
Persistent link: https://www.econbiz.de/10000940406
Saved in:
2
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
3
Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
2005
-
2. ed
Persistent link: https://www.econbiz.de/10001928235
Saved in:
4
Option pricing, interest rates and risk management
Jouini, Elyès
(
ed.
);
Cvitanić, Jakša
(
contributor
); …
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001584028
Saved in:
5
Multivariate fractional Brownian motion and generalizations of SABR model
Musiela, Marek
- In:
Options - 45 years since the publication of the …
,
(pp. 73-87)
.
2023
Persistent link: https://www.econbiz.de/10014366588
Saved in:
6
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
7
Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek
;
Sondermann, Dieter
-
1993
Persistent link: https://www.econbiz.de/10000413907
Saved in:
8
Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek
-
1993
Persistent link: https://www.econbiz.de/10000880235
Saved in:
9
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
Saved in:
10
On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert
-
1991
Persistent link: https://www.econbiz.de/10000834041
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