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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Derivat"
~subject:"Theory"
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Search: subject_exact:"Zinsswap"
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Optionspreistheorie
Derivat
Theory
Interest rate derivative
33
Zinsderivat
33
Theorie
22
Yield curve
18
Zinsstruktur
18
Option pricing theory
14
Stochastic process
9
Stochastischer Prozess
9
USA
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Björk, Tomas
2
Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Barski, Michał
1
Baviera, Roberto
1
Boumezoued, Alexandre
1
Chacko, George
1
Chen, Ren-Raw
1
Chiarella, Carl
1
Cuchiero, Christa
1
Das, Sanjiv
1
Eberlein, Ernst
1
Fontana, Claudio
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
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1
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1
Kwon, Oh Kang
1
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1
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1
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1
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1
Mashele, Hopolang Phillip
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Scott, Louis O.
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Sonono, Masimba Energy
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Finance and stochastics
Finance research letters
The review of financial studies
The journal of futures markets
45
International journal of theoretical and applied finance
28
The journal of computational finance
23
Journal of banking & finance
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of fixed income
18
Advances in futures and options research : a research annual
17
Applied mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
Review of futures markets
10
International journal of financial engineering
9
SSE EFI working paper series in economics and finance
9
Journal of financial economics
8
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
8
Europäische Hochschulschriften / 5
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The European journal of finance
7
Working paper
7
Discussion paper / B
6
Journal of mathematical finance
6
SFB 649 discussion paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Discussion paper / Tinbergen Institute
5
Economics letters
5
European journal of operational research : EJOR
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Risks : open access journal
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Applied economics
4
Global finance journal
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International review of financial analysis
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ECONIS (ZBW)
26
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1
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
4
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
5
Forward rate models with linear volatilities
Barski, Michał
;
Zabczyk, Jerzy
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009562291
Saved in:
6
The Lévy LIBOR model
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10002946685
Saved in:
7
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
8
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Landén, Camilla
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
Saved in:
9
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
10
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
Saved in:
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