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Multiple curve Lévy forward price model allowing for negative interest rates.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 1, p. 167, doi. 10.1111/mafi.12210
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- Article
A Deep Learning Approach to Position Estimation from Channel Impulse Responses †.
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- Sensors (14248220), 2019, v. 19, n. 5, p. 1064, doi. 10.3390/s19051064
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- Article
Two price economies in continuous time.
- Published in:
- Annals of Finance, 2014, v. 10, n. 1, p. 71, doi. 10.1007/s10436-013-0228-3
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- Article
RATING BASED LÉVY LIBOR MODEL.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 591, doi. 10.1111/j.1467-9965.2011.00514.x
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- Article
Dealing with complex realities in financial modelling.
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- Current Science (00113891), 2012, v. 103, n. 6, p. 647
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- Article
State Modelling of the Land Mobile Propagation Channel with Multiple Satellites.
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- International Journal of Antennas & Propagation, 2012, p. 1, doi. 10.1155/2012/625374
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- Article
Adaptive coding and modulation for satellite broadband networks: From theory to practice.
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- International Journal of Satellite Communications & Networking, 2010, v. 28, n. 2, p. 59, doi. 10.1002/sat.932
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- Article
HEDGE FUND PERFORMANCE:: SOURCES AND MEASURES.
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- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 3, p. 267, doi. 10.1142/S0219024909005282
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- Article
On the duality principle in option pricing: semimartingale setting.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 265, doi. 10.1007/s00780-008-0061-0
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- Article
SYMMETRIES IN LÉVY TERM STRUCTURE MODELS.
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- International Journal of Theoretical & Applied Finance, 2006, v. 9, n. 6, p. 967, doi. 10.1142/S0219024906003809
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- Article
VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS.
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- Mathematical Finance, 2006, v. 16, n. 2, p. 237, doi. 10.1111/j.1467-9965.2006.00270.x
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- Article
The Lévy LIBOR model.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 327, doi. 10.1007/s00780-004-0145-4
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- Article
Lévy term structure models: No-arbitrage and completeness.
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- Finance & Stochastics, 2005, v. 9, n. 1, p. 67, doi. 10.1007/s00780-004-0138-3
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- Article
THE DEFAULTABLE LÉVY TERM STRUCTURE: RATINGS AND RESTRUCTURING.
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- Mathematical Finance, 2003, v. 13, n. 2, p. 277, doi. 10.1111/1467-9965.00017
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- Article
TERM STRUCTURE MODELS DRIVEN BY GENERAL L&Eeacute;VY PROCESSES.
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- Mathematical Finance, 1999, v. 9, n. 1, p. 31, doi. 10.1111/1467-9965.00062
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- Article
On the range of options prices.
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- Finance & Stochastics, 1997, v. 1, n. 2, p. 131, doi. 10.1007/s007800050019
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- Article
ON MODELING QUESTIONS IN SECURITY VALUATION.
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- Mathematical Finance, 1992, v. 2, n. 1, p. 17, doi. 10.1111/j.1467-9965.1992.tb00023.x
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- Article
Toeplitz-Folgen und Gruppentranslationen.
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- Archiv der Mathematik, 1971, v. 22, n. 1, p. 291, doi. 10.1007/BF01222578
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- Article