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subject:"Theory"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation theory"
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Estimation theory
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6
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Documents de travail / Banque de France
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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1
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
2
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
Saved in:
3
Counterparty risk pricing : impact of closeout and first-to-default times
Brigo, Damiano
;
Buescu, Cristin
;
Morini, Massimo
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009672601
Saved in:
4
Collapse of detail
Pan, Enlin
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
Saved in:
5
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
6
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
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