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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Stochastischer Prozess
Yield curve
192
Zinsstruktur
192
Theorie
126
Theory
126
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
31
Monetary policy
29
Geldpolitik
28
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United States
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Interest rate derivative
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Zinsderivat
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31
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Filipović, Damir
3
Eberlein, Ernst
2
Fontana, Claudio
2
Grbac, Zorana
2
Levendorskij, Sergej Z.
2
Runggaldier, Wolfgang J.
2
Schmidt, Thorsten
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Babbs, Simon H.
1
Bojarčenko, Svetlana I.
1
Boumezoued, Alexandre
1
Buchardt, Kristian
1
Budhi Arta Surya
1
Buehler, Hans
1
Choi, Jaehyuk
1
De Donno, Marzia
1
Elliott, Robert J.
1
Furrer, Christian
1
Gombani, Andrea
1
Gümbel, Sandrine
1
Hoek, John van der
1
Jiao, Ying
1
Keller‐Ressel, Martin
1
Kunitomo, Naoto
1
Lapeyre, Bernard
1
Ma, Chunhua
1
Marinacci, Massimo
1
Mehalla, Sophian
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Musiela, Marek
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Norberg, Ragnar
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Nunes, Joaõ Pedro Vidal
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Papapantoleon, Antonis
1
Pavarana, Simone
1
Pennanen, Teemu
1
Pirjol, Dan
1
Pratelli, Maurizio
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Finance and stochastics
Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
26
Applied mathematical finance
11
The review of financial studies
11
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Economic modelling
9
Insurance / Mathematics & economics
9
Journal of economic dynamics & control
8
HWWA discussion paper
6
Quantitative finance
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Risks : open access journal
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The journal of futures markets
6
CREATES research paper
5
European journal of operational research : EJOR
5
International journal of financial engineering
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International review of economics & finance : IREF
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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Journal of financial economics
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NBER Working Paper
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NBER working paper series
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Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
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SSE EFI working paper series in economics and finance
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Annals of finance
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Asia-Pacific journal of financial studies
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Discussion paper / Tinbergen Institute
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Discussion papers in economics
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Finance research letters
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Interest rate modelling after the financial crisis
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Journal of econometrics
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
31
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1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
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:
4
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
5
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
6
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
7
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
8
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
9
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
10
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
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