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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~person:"Lustig, Hanno"
~person:"Rogers, Leonard C. G."
~subject:"Fälligkeit"
~subject:"Option pricing theory"
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Fälligkeit
Option pricing theory
Yield curve
4
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4
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2
Debt management
2
Finanzpolitik
2
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2
Maturity
2
Optionspreistheorie
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2
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Schuldenmanagement
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Theorie
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debt maturity
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term structure
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Öffentliche Anleihe
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Ornstein-Uhlenbeck Market
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Probability theory
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Lustig, Hanno
Rogers, Leonard C. G.
Levendorskij, Sergej Z.
3
Beetsma, Roel
2
Brace, Alan
2
Eberlein, Ernst
2
Jiang, Zhengyang
2
Musiela, Marek
2
Nieuwerburgh, Stijn van
2
Teichmann, Josef
2
Xiaolan, Mindy Zhang
2
Aihara, Shin Ichi
1
Aquilina, J.
1
Bagchi, Arunabha
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1
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1
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1
Giuliodori, Massimo
1
Goldammer, Verena
1
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Gombani, Andrea
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Grbac, Zorana
1
Hanson, Jesper
1
Jalles, João Tovar
1
Jong, Frank de
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Kan, Rui
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Kardaras, Constantinos
1
Keller‐Ressel, Martin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
Annual review of financial economics
1
CESifo working papers
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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ECONIS (ZBW)
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The U.S. public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
-
2021
Persistent link: https://www.econbiz.de/10012505162
Saved in:
2
Manufacturing risk-free government debt
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
-
2021
Persistent link: https://www.econbiz.de/10012586820
Saved in:
3
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
4
The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
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