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~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"
~person:"Teichmann, Josef"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
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Option pricing theory
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Teichmann, Josef
Chiarella, Carl
11
Platen, Eckhard
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Filipović, Damir
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Schlögl, Erik
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Nikitopoulos, Christina Sklibosios
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Eberlein, Ernst
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Bakshi, Gurdip S.
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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
Astin bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risks : open access journal
1
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ECONIS (ZBW)
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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
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2
A note on nonaffine solutions of the term structure equations with applications to power exchanges
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10002583086
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3
A general proof of the Dybvig-Ingersoll-Ross Theorem : long forward rates can never fall
Hubalek, Friedrich
;
Klein, Irene
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 447-451
Persistent link: https://www.econbiz.de/10001741960
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