//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied Mathematical Finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"consol"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Consol Yield
1
Interest-rate Option Models
1
Markovian Models
1
Short Rate
1
Two-factor Models
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Rebonato, Riccardo
1
Published in...
All
Applied Mathematical Finance
Discussion Paper
2
Journal of mathematical finance
2
Schmalenbach Business Review (sbr)
2
Theoretical Economics
2
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
ECB Working Paper
1
Schriften zur Geldtheorie und Geldpolitik
1
Swiss Finance Institute Research Paper Series
1
Theoretical economics : TE ; an open access journal in economic theory
1
Working Paper Series / European Central Bank
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied Mathematical Finance
4
(
1997
)
4
,
pp. 223-236
An arbitrage-free two-factor model is presented, which is driven by the short rate and the
consol
yield, and which …
Persistent link: https://www.econbiz.de/10005141312
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->