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Fast and flexible libor model pricing : two-stage Monte Carlo and on-the-fly payoff processing
Auer, M.
;
Biffl, S.
- In:
Computational finance and its applications III : …
,
(pp. 23-31)
.
2008
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Feasible estimation of the long term interest rate dynamics by nonlinear techniques
Fink, S.
;
Walde, J.
- In:
Computational finance and its applications III : …
,
(pp. 43-50)
.
2008
Persistent link: https://www.econbiz.de/10003713251
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Computation and asymptotic properties of estimated coherent risk measures
Miller, D. J.
;
Kim, M.
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Computational finance and its applications III : …
,
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.
2008
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Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C.
;
Zhao, Yonggan
;
Consigli, Giorgio
; …
- In:
Handbook of financial engineering
,
(pp. 231-244)
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2008
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Developments in conjoint analysis
Rao, Vithala R.
- In:
Handbook of marketing decision models
,
(pp. 23-53)
.
2008
Persistent link: https://www.econbiz.de/10003755258
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Loss estimation models and metrics
Eguchi, Ronald T.
;
Seligson, Hope A.
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Risk assessment, modeling and decision support : …
,
(pp. 135-170)
.
2008
Persistent link: https://www.econbiz.de/10003647454
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Additional considerations in loss estimation : [responses to Eguchi and Seligson's paper "Loss estimation models and metrics"]
Peacock, Walter Gillis
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Risk assessment, modeling and decision support : …
,
(pp. 175-179)
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2008
Persistent link: https://www.econbiz.de/10003647474
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Abductive inference with probablistic graphic models
Borgelt, Christian
- In:
Business intelligence : methods and applications ; …
,
(pp. 105-121)
.
2007
Persistent link: https://www.econbiz.de/10003764519
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Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
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2008
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