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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Ritchken, Peter H."
~person:"Thavaneswaran, Aera"
~subject:"Interest rate"
~subject:"Zinsderivat"
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Zinsderivat
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Ritchken, Peter H.
Thavaneswaran, Aera
Koulis, Theodoro
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
3
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
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2
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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