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Affine and quadratic models for volatility and interest rates markets


Gourier, Elise. Affine and quadratic models for volatility and interest rates markets. 2013, University of Zurich, Faculty of Economics.

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Item Type:Dissertation
Referees:Leippold Markus, Teichmann Josef
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2013
Deposited On:12 Mar 2014 08:31
Last Modified:19 Jul 2018 04:21
Number of Pages:172
OA Status:Green
Other Identification Number:merlin-id:9314

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