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Stefanovits, David
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Stefanovits, David
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Affine representations of fractional processes with applications in mathematical finance
by
Harms, Philipp
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Stefanovits, David
Published in
Stochastic processes and their applications
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Consistent recalibration of yield curve models
by
Harms, Philipp
,
Stefanovits, David
,
Teichmann, Josef
,
Wüthrich, Mario V.
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Mathematical finance
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Mathematical Finance
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Stochastic Processes And Their Applications
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Infinite-Dimensional Markov Process
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Europe
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Consistent Re‐Calibration
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Consistent Re-Calibration
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Computer Simulation
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Asset Pricing, Trading Volume, Bond Interest Rates
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Science Citation Index Expanded (Web Of Science)
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