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Spot price realizations of futures price term structures
KTH, Superseded Departments (pre-2005), Mathematics.
2000 (English)In: AMS Scand 2000: First AMS-Scandinavian International Mathematics Meeting, XXIII Scandinavian Congress of Mathematicians, June 13-16, WMY 2000, Odense, Denmark : Abstracts., Odense: Syddansk Universitet , 2000Conference paper, Published paper (Other academic)
Place, publisher, year, edition, pages
Odense: Syddansk Universitet , 2000.
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-12541OAI: oai:DiVA.org:kth-12541DiVA, id: diva2:317780
Note
QC 20100505Available from: 2010-05-05 Created: 2010-05-05 Last updated: 2022-06-25Bibliographically approved
In thesis
1. On the term structure of forwards, futures and interest rates
Open this publication in new window or tab >>On the term structure of forwards, futures and interest rates
2001 (English)Doctoral thesis, comprehensive summary (Other scientific)
Place, publisher, year, edition, pages
Stockholm: KTH, 2001. p. x, 20
Series
Trita-MAT. OS, ISSN 1401-2294 ; 01-OS-01
Keywords
Term structure, Markovian realizations, affine term structures.
National Category
Computational Mathematics
Identifiers
urn:nbn:se:kth:diva-3086 (URN)993-435766-6 (ISBN)
Public defence
2001-02-16, 00:00 (English)
Note
QC 20100505Available from: 2001-02-14 Created: 2001-02-14 Last updated: 2022-06-23Bibliographically approved

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CiteExportLink to record
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Citation style
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