Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options
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Published By Springer Berlin Heidelberg

9783540707219, 9783540707295

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Multi-factor USV term structure model

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_7 ◽

2008 ◽

pp. 93-112

Keyword(s):

Term Structure ◽

Structure Model ◽

Term Structure Model

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The Edgeworth Expansion

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_3 ◽

2008 ◽

pp. 15-28

Keyword(s):

Edgeworth Expansion

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Matlab codes for the EE and IEE

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_10 ◽

2008 ◽

pp. 125-130

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Appendix

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_9 ◽

2008 ◽

pp. 117-123

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Conclusions

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_8 ◽

2008 ◽

pp. 113-116

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The option pricing framework

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_2 ◽

2008 ◽

pp. 7-13

Keyword(s):

Option Pricing ◽

Pricing Framework

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Multiple-Random Fields term structure models

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_6 ◽

2008 ◽

pp. 71-92

Keyword(s):

Term Structure ◽

Random Fields ◽

Term Structure Models

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Multi-Factor HJM models

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_5 ◽

2008 ◽

pp. 39-69

Keyword(s):

Hjm Models

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The Integrated Edgeworth Expansion

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_4 ◽

2008 ◽

pp. 29-38

Keyword(s):

Edgeworth Expansion

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Introduction

Lecture Notes in Economics and Mathematical Systems - Pricing of Bond Options ◽

10.1007/978-3-540-70729-5_1 ◽

2008 ◽

pp. 1-5

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