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~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~person:"Platen, Eckhard"
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Decisions in economics and finance : a journal of applied mathematics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied mathematical finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
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