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ECONIS (ZBW)
17
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1
Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
Saved in:
2
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
3
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
4
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
5
External assumptions, the international environment and the track record of the Commission forecasts
Keereman, Filip
-
2003
Persistent link: https://www.econbiz.de/10013445799
Saved in:
6
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
Saved in:
7
Détermination des taux d'intérêt
Patterson, Ben
;
Lygnerud, Kristina
-
2001
Persistent link: https://www.econbiz.de/10001552840
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8
A changing financial environment and the implications for monetary policy
Mylonas, Paul
-
2000
Persistent link: https://www.econbiz.de/10013427074
Saved in:
9
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
10
The likelihood of European Monetary Union
Weidmann, Jens
-
1996
Persistent link: https://www.econbiz.de/10000940194
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