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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Interest rate derivative
155
Zinsderivat
155
USA
138
United States
127
Zins
93
Interest rate
68
Theorie
65
Theory
65
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59
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33
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Bakshi, Gurdip S.
1
Boenawan, Kiekie
1
Brace, Alan
1
Bühler, Wolfgang
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1
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1
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1
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1
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1
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1
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1
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1
Liu, Xiaoxi
1
Miao, Daniel Wei-Chung
1
Ritchken, Peter H.
1
Schlögl, Erik
1
Solnik, Bruno
1
Stapleton, Richard C.
1
Su, Tie
1
Subrahmanyam, Marti G.
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Uhrig-Homburg, Marliese
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
25
The journal of computational finance
24
Review of derivatives research
15
Insurance / Mathematics & economics
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Quantitative finance
12
Finance and stochastics
11
International journal of financial engineering
10
Journal of banking & finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Journal of mathematical finance
8
The journal of real estate finance and economics
7
Gabler Edition Wissenschaft
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Applied economics
4
Applied financial economics
4
Computational economics
4
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4
Global finance journal
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of financial economics
4
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4
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The journal of fixed income
4
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Advances in Pacific Basin financial markets
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Asia-Pacific financial markets
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
14
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
3
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
4
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
5
Multiscale stochastic volatility with the Hull-White rate of interest
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Yu, Seok-Hyon
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 819-837
Persistent link: https://www.econbiz.de/10010507934
Saved in:
6
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
7
The value of mortgage prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
8
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
Saved in:
9
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
10
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
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