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Betriebliche Liquidität
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Carverhill, Andrew
39
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21
Strickland, Chris
21
Anderson, Ronald W.
15
Clewlow, Les
14
Kung, James J.
6
Dyrting, Sigurd
5
Hodges, Stewart D.
5
Luo, Dan
5
Martin, Gael M.
5
Strickland, Chris M.
5
Cheuk, Terry H. F.
4
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3
Kung, James
3
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2
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2
McLeod, Ross
2
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2
Pang, Kin
2
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1
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1
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1
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1
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1
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1
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The journal of fixed income
7
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3
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3
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2
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2
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
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1
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1
Review of Pacific Basin financial markets and policies
1
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ECONIS (ZBW)
49
RePEc
26
OLC EcoSci
12
BASE
3
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
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1
A comparison of diffusion models of the term structure
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10001205311
Saved in:
2
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
3
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
Saved in:
4
A multi-factor structural model for Australian electricity market risk
Breslin, John
;
Clewlow, Les
;
Strickland, Chris
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 335-354)
.
2014
Persistent link: https://www.econbiz.de/10011286578
Saved in:
5
A multi-factor model for energy derivates
Clewlow, Les
;
Strickland, Chris
-
1999
Persistent link: https://www.econbiz.de/10001609627
Saved in:
6
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
7
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Saved in:
8
Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
Saved in:
9
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
Saved in:
10
Price, production, storage and futures markets
Carverhill, Andrew
-
2002
Persistent link: https://www.econbiz.de/10001728937
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