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person:"Monfort, Alain"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~person:"Diebold, Francis X."
~type_genre:"Aufsatz in Zeitschrift"
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Monfort, Alain
Collin-Dufresne, Pierre
Diebold, Francis X.
Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
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Brace, Alan
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Gouriéroux, Christian
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
7
The journal of finance : the journal of the American Finance Association
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of banking & finance
3
The review of financial studies
2
Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Journal of empirical finance
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
The American economic review
1
The econometrics journal
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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