Peter Schuetterle

E.on Energy Trading

Düsseldorf

Germany

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Basket CMS Derivatives in Term Structure Market Models with Stochastic Volatility

Number of pages: 21 Posted: 22 Dec 2012

Joerg Kienitz, Peter Schuetterle and Manuel Wittke

University of Wuppertal - Applied Mathematics, E.on Energy Trading and Deloitte & Touche - Financial Risk Solutions

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