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- 2017
-
Mark
On cash settled IRR-swaptions and Markov functional modeling
(
- Contribution to journal › Article
- 2014
-
Mark
On dynamic foward rate modeling and principal component analysis
(
- Contribution to journal › Article
- 2012
-
Mark
Bonds and Options in Exponentially Affine Bond Models
(
- Contribution to journal › Article
- 2005
-
Mark
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper