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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~subject:"Yield curve"
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Search: subject_exact:"Optionspreistheorie"
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Yield curve
Option pricing theory
544
Optionspreistheorie
544
Volatility
162
Volatilität
162
Theorie
160
Theory
160
Stochastic process
125
Stochastischer Prozess
125
Derivat
102
Derivative
102
Option trading
102
Optionsgeschäft
102
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67
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Interest rate derivative
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Swap
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Fabozzi, Frank J.
3
Barone-Adesi, Giovanni
2
Duffie, Darrell
2
Eberlein, Ernst
2
Heston, Steven L.
2
Ignatieva, Ekaterina
2
Jarrow, Robert A.
2
Russo, Vincenzo
2
Aase Nielsen, Jørgen
1
Alexander, Carol
1
Almeida, Caio
1
Amin, Kaushik I.
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Backwell, Alex
1
Baldeaux, Jan
1
Barsotti, Flavia
1
Beliaeva, Natalia A.
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Blöchlinger, Andreas
1
Brunson, Andrew L.
1
Buetow, Gerald W.
1
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1
Carr, Peter
1
Carverhill, Andrew
1
Casassus, Jaime
1
Chacko, George
1
Cheng, Benjamin
1
Cherif, Sidi Mohamed Lalaoui Ben
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Chiu, Chun-Yuan
1
Christoffersen, Peter F.
1
Clewlow, Les
1
Cohen, Samuel N.
1
Collin-Dufresne, Pierre
1
Costabile, Massimo
1
Cremers, Martijn
1
Criens, David
1
Das, Sanjiv
1
Das, Sanjiv R.
1
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Applied mathematical finance
Journal of banking & finance
The journal of fixed income
The review of financial studies
Working papers
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The journal of computational finance
23
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
3
Pricing kernel monotonicity and term structure : evidence from China
Jiao, Yuhan
;
Liu, Qiang
;
Guo, Shuxin
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012662415
Saved in:
4
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
5
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
6
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
7
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
8
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
9
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
10
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
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