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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Levendorskij, Sergej Z."
~person:"Scaillet, Olivier"
~person:"Teichmann, Josef"
~subject:"Theory"
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Levendorskij, Sergej Z.
Scaillet, Olivier
Teichmann, Josef
Rudebusch, Glenn D.
13
Christensen, Jens H. E.
11
Filipović, Damir
4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
... Congrès annuel de l'Association Française de Science Economique
1
Advances in futures and options research : a research annual
1
Annals of finance
1
Applied mathematical finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Documents de travail / THEMA
1
Développements récents de l'analyse économique
1
FAME research paper series
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Revue économique : revue bimestrielle
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ECONIS (ZBW)
6
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1
The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
Saved in:
2
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
Saved in:
3
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
4
A note on nonaffine solutions of the term structure equations with applications to power exchanges
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10002583086
Saved in:
5
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
6
A general proof of the Dybvig-Ingersoll-Ross Theorem : long forward rates can never fall
Hubalek, Friedrich
;
Klein, Irene
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 447-451
Persistent link: https://www.econbiz.de/10001741960
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