//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~language:"eng"
~person:"Gapeev, Pavel V."
~person:"Rebonato, Riccardo"
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:
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
9
Stochastischer Prozess
9
Option pricing theory
7
Optionspreistheorie
7
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Yield curve
5
Zinsstruktur
5
Markov chain
4
Markov-Kette
4
Risikoprämie
4
Risk premium
4
CAPM
3
Derivat
3
Derivative
3
Swap
3
geometric Brownian motion
3
Anleihe
2
Bond
2
Dividend
2
Dividende
2
Forecasting model
2
Government securities
2
Prognoseverfahren
2
Public bond
2
Staatspapier
2
USA
2
United States
2
initial and progressive enlargements of filtrations
2
market price of risk
2
Öffentliche Anleihe
2
1998-2001
1
Affine modelling
1
Affine term structure models
1
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond risk premium
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
Author
All
Gapeev, Pavel V.
Rebonato, Riccardo
Benth, Fred Espen
13
Elliott, Robert J.
13
Kwok, Yue-Kuen
13
Levendorskij, Sergej Z.
13
Avellaneda, Marco
12
Fabozzi, Frank J.
12
Madan, Dilip B.
12
Schoutens, Wim
12
Brigo, Damiano
11
Jeanblanc, Monique
11
Korn, Ralf
9
Račev, Svetlozar T.
9
Rutkowski, Marek
9
Bouchaud, Jean-Philippe
8
Leung, Tim
8
Platen, Eckhard
8
Zubelli, Jorge P.
8
Jaimungal, Sebastian
7
Konno, Hiroshi
7
Lipton, Alexander
7
Takahashi, Akihiko
7
Wilmott, Paul
7
Wu, Lixin
7
Arai, Takuji
6
Bielecki, Tomasz R.
6
Cartea, Álvaro
6
Hughston, Lane P.
6
Joshi, Mark S.
6
Liu, Rui Hua
6
Macrina, Andrea
6
Meyer-Brandis, Thilo
6
Pallavicini, Andrea
6
Aurell, Erik
5
Biagini, Francesca
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Ekström, Erik
5
Friedman, Craig
5
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
SFB 649 Discussion Paper
9
SFB 649 discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
7
Diskussionspapier
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
7
Journal of investment management : JOIM
6
Journal of risk management in financial institutions
6
SFB 649 Discussion Papers
6
The journal of computational finance
6
The journal of fixed income : JFI
6
Applied mathematical finance
3
SFB 373 Discussion Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of economic literature
2
Quantitative finance
2
Wiley series in financial engineering
2
Annual review of financial economics
1
Applied financial economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
1
Innovations in risk management : seminal papers from the Journal of Risk
1
Introductory Chapters
1
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
1
Journal of empirical finance
1
Journal of risk
1
Mathematics of operations research
1
Risk management : an international journal
1
Risks
1
Risks : open access journal
1
The Wiley Finance Ser
1
The Wiley Finance Series
1
The journal of fixed income
1
The journal of investing
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Saved in:
2
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
3
Principal-component-based Gaussian affine term structure models : constraints and their financial implications
Rebonato, Riccardo
;
Saroka, Ivan
;
Putiatyn, Vlad
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012270944
Saved in:
4
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
5
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
6
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
7
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
8
Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
Saved in:
9
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
10
Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->