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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Driessen, Joost"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Center for Economic Research, Tilburg University
2
European finance review : the official journal of the European Finance Association
1
Report / Erasmus Center for Financial Research, Erasmus University
1
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The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Saved in:
2
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
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