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~isPartOf:"European journal of operational research : EJOR"
~subject:"Risikoprämie"
~subject:"Staatspapier"
~subject:"Zinsstruktur"
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Risikoprämie
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Zinsstruktur
Interest rate derivative
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Option pricing theory
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Optionspreistheorie
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Yield curve
4
Finance
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Stochastic process
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Stochastischer Prozess
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Derivat
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Derivative
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Kreditrisiko
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Swap
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Fanelli, Viviana
2
Chen, Homing
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Hu, Cheng-feng
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Li, Haitao
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Ye, Xiaoxia
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Yu, Fan
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European journal of operational research : EJOR
International journal of theoretical and applied finance
28
The journal of futures markets
28
The journal of computational finance
16
The journal of fixed income
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of banking & finance
13
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
9
International journal of financial engineering
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Applied financial economics
8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Quantitative finance
8
Journal of mathematical finance
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
Review of derivatives research
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Journal of financial and quantitative analysis : JFQA
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Advances in Pacific Basin financial markets
4
Economics letters
4
Journal of international money and finance
4
Research paper series / Swiss Finance Institute
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / The Levy Economics Institute
4
Annual review of financial economics
3
Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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1
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
2
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
3
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
4
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing
;
Hu, Cheng-feng
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
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