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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Interest rate models : an infinite dimensional stochastic analysis perspective
Carmona, René
;
Tehranchi, Michael R.
-
2006
Persistent link: https://www.econbiz.de/10003042088
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2
Numerical methods in finance : Bordeaux, June 2010
Carmona, René
(
ed.
);
Del Moral, Pierre
(
ed.
);
Hu, Peng
(
ed.
)
-
2012
Persistent link: https://www.econbiz.de/10009532927
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3
Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane
-
2013
Persistent link: https://www.econbiz.de/10009770436
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4
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
5
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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