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~isPartOf:"Journal of monetary economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Großbritannien"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Großbritannien
Stochastischer Prozess
Yield curve
141
Zinsstruktur
141
Theorie
88
Theory
88
Option pricing theory
33
Optionspreistheorie
33
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Levendorskij, Sergej Z.
2
Bekaert, Geert
1
Bianchi, Francesco
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Choi, Jaehyuk
1
Eberlein, Ernst
1
Filipović, Damir
1
Gatarek, Dariusz
1
Gombani, Andrea
1
Grbac, Zorana
1
Hansen, Stephen
1
Hodrick, Robert J.
1
Keller‐Ressel, Martin
1
Kunitomo, Naoto
1
Marshall, David Aaron
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1
Mumtaz, Haroon
1
Musiela, Marek
1
Nakagawa, Hironobu
1
Norberg, Ragnar
1
Nunes, Joaõ Pedro Vidal
1
Overbeck, Ludger
1
Papapantoleon, Antonis
1
Pennanen, Teemu
1
Plosser, Charles I.
1
Prazeres, Pedro Miguel Silva
1
Rouwenhorst, K. Geert
1
Runggaldier, Wolfgang J.
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Schmidt, Thorsten
1
Schweizer, Martin
1
Seppälä, Juha
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Shin, Sungchan
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Surico, Paolo
1
Takahashi, Akihiko
1
Tang, Jenny
1
Teichmann, Josef
1
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Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
27
Journal of banking & finance
20
Finance and stochastics
19
Working papers / Bank of England
17
NBER working paper series
15
NBER Working Paper
14
The review of financial studies
14
Journal of economic dynamics & control
13
Working paper / National Bureau of Economic Research, Inc.
12
Applied mathematical finance
11
Economic modelling
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Applied financial economics
10
The journal of computational finance
10
Insurance / Mathematics & economics
9
International review of economics & finance : IREF
9
Journal of international money and finance
9
The journal of finance : the journal of the American Finance Association
9
The journal of futures markets
9
Discussion papers in economics
7
Quarterly bulletin / Bank of England
7
The journal of fixed income
7
Working paper series / European Central Bank
7
Economics letters
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of financial economics
6
Journal of money, credit and banking : JMCB
6
Quantitative finance
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
The European journal of finance
6
Working papers / The Levy Economics Institute
6
CREATES research paper
5
Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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International journal of financial engineering
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ECONIS (ZBW)
19
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1
Comment on "The long-run information effect of Central Bank communication" by Stephen Hansen, Michael McMahon, and Matthew Tong
Tang, Jenny
- In:
Journal of monetary economics
108
(
2019
),
pp. 203-210
Persistent link: https://www.econbiz.de/10012267245
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
3
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
4
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
5
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
6
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:
7
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
8
Dynamic CDO term structure modeling
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
Saved in:
9
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
10
The great moderation of the term structure of UK interest rates
Bianchi, Francesco
;
Mumtaz, Haroon
;
Surico, Paolo
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 856-871
Persistent link: https://www.econbiz.de/10003894084
Saved in:
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