//--> //--> //-->
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:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~person:"Papapantoleon, Antonis"
~subject:"Interest rate derivative"
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: subject_exact:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
LIBOR rate models
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
affine processes
1
analytically tractable models
1
forward price models
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Papapantoleon, Antonis
Schlögl, Erik
3
Chiarella, Carl
2
Alfeus, Mesias
1
Amin, Kaushik I.
1
Bakshi, Gurdip S.
1
Beyna, Ingo
1
Cotton, Peter
1
Crosby, John
1
Eberlein, Ernst
1
Feldhütter, Peter
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Galluccio, S.
1
Gao, Xiaohui
1
Grasselli, Martino
1
Grbac, Zorana
1
Gupta, Anurag
1
Hansen, Jorge W.
1
Huang, Z.
1
Jacobs, Kris
1
Kang, Boda
1
Karlsson, Patrik
1
Karoui, Lotfi
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Klingler, Sven
1
Kunitomo, Naoto
1
Lando, David
1
Leippold, Markus
1
Li, Libo
1
Ly, J.-M.
1
Morton, Andrew J.
1
Nikitopoulos, Christina Sklibosios
1
Papanicolaou, George
1
Pilz, Kay Frederik
1
Ritchken, Peter H.
1
Rutkowski, Marek
1
Sankarasubramanian, L.
1
Scaillet, Olivier
1
more ...
less ...
Published in...
All
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
CREATES research paper
1
Mathematics and financial economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->