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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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5
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Mathematical finance : an international journal of mathematics, statistics and financial economics
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
133
Journal of international money and finance
120
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Working paper
94
Journal of money, credit and banking : JMCB
93
Finance research letters
92
International review of economics & finance : IREF
89
Economics letters
86
The review of financial studies
84
Applied economics
83
ECB Working Paper
79
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion paper
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
CESifo working papers
58
Journal of international financial markets, institutions & money
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
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1
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
3
Expected median of a shifted Brownian motion : theory and calculations
Piterbarg, Vladimir V.
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 3-45
Persistent link: https://www.econbiz.de/10012815944
Saved in:
4
Affine term structure models : a time-change approach with perfect fit to market curves
Mbaye, Cheikh
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 678-724
Persistent link: https://www.econbiz.de/10013164572
Saved in:
5
Consistent recalibration of
yield
curve
models
Harms, Philipp
;
Stefanovits, David
;
Teichmann, Josef
; …
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
Saved in:
6
A note on the long rate in factor models of the term structure
Kort, Jan de
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 656-667
Persistent link: https://www.econbiz.de/10011969092
Saved in:
7
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
8
Dynamic defaultable term structure modeling beyond the intensity paradigm
Gehmlich, Frank
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 211-239
Persistent link: https://www.econbiz.de/10011969156
Saved in:
9
Social discounting and the long rate of interest
Brody, Dorje C.
;
Hughston, Lane P.
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 306-334
Persistent link: https://www.econbiz.de/10011969159
Saved in:
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