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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Euro area"
~subject:"Geldpolitik"
~subject:"Theory"
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Euro area
Geldpolitik
Theory
Yield curve
69
Zinsstruktur
69
Theorie
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
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12
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10
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9
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Filipović, Damir
4
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3
Rutkowski, Marek
3
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2
Gouriéroux, Christian
2
Jarrow, Robert A.
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Kennedy, D. P.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
134
Working paper / National Bureau of Economic Research, Inc.
124
Journal of banking & finance
109
NBER Working Paper
107
Working paper series / European Central Bank
87
Journal of international money and finance
79
Discussion paper / Centre for Economic Policy Research
71
The journal of fixed income
67
Discussion papers / CEPR
61
Economics letters
61
Journal of monetary economics
61
Working paper
61
Finance and economics discussion series
58
Journal of financial economics
57
Journal of money, credit and banking : JMCB
55
International journal of theoretical and applied finance
53
ECB Working Paper
49
Journal of economic dynamics & control
49
CESifo working papers
48
Working papers series / Federal Reserve Bank of San Francisco
48
Economic modelling
47
Applied economics
46
Finance research letters
43
Staff working paper / Bank of Canada
43
The review of financial studies
42
The journal of finance : the journal of the American Finance Association
40
Discussion paper
39
Journal of empirical finance
39
Finance and stochastics
38
IMF working papers
37
Staff reports / Federal Reserve Bank of New York
36
Applied economics letters
33
International review of economics & finance : IREF
32
Working papers / Bank for International Settlements
32
Journal of financial and quantitative analysis : JFQA
31
Working papers / The Levy Economics Institute
31
The European journal of finance
30
Journal of econometrics
29
Staff working papers / Bank of England
28
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ECONIS (ZBW)
61
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1
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of
interest
rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
4
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
5
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
6
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
7
The Dothan pricing model revisited
Pintoux, Caroline
;
Privault, Nicolas
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10008935653
Saved in:
8
Domain restrictions on
interest
rates
implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
9
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:
10
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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