//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Staff Report"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"arbitrage-free"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Treasury term premium
1
affine arbitrage-free models
1
arbitrage-free model
1
equity risk premium
1
foreign exchange
1
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
2
Language
All
English
2
Author
All
Durham, J. Benson
2
Published in...
All
Staff Report
Working papers series / Federal Reserve Bank of San Francisco
9
Finance and Stochastics
5
Post-Print / HAL
5
Documents de travail du Centre d'Economie de la Sorbonne
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Journal of mathematical finance
4
MPRA Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
Working Papers / HAL
3
Annals of financial economics
2
Applied Mathematical Finance
2
DNB working papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Diskussionsbeitrag
2
Economic Theory
2
Finance and stochastics
2
IMF Working Papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Scandinavian actuarial journal
2
Staff Reports / Federal Reserve Bank of New York
2
Staff reports / Federal Reserve Bank of New York
2
The North American journal of economics and finance : a journal of financial economics studies
2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
2
Annual Review of Financial Economics
1
Applied financial economics
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Bank of Japan Working Paper Series
1
Bank of Japan working paper series
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
1
Cahiers de la Maison des Sciences Economiques
1
CoFE discussion papers
1
Computational economics
1
more ...
less ...
Source
All
EconStor
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage-free
affine models of the forward price of foreign currency
Durham, J. Benson
-
2014
inferences about anticipated returns. This study derives
arbitrage-free
affine forward currency models (AFCMs) with closed …
Persistent link: https://www.econbiz.de/10011340961
Saved in:
2
Arbitrage-free
models of stocks and bonds
Durham, J. Benson
-
2013
A small but ambitious literature uses affine
arbitrage-free
models to estimate jointly U.S. Treasury term premiums and …
Persistent link: https://www.econbiz.de/10010333651
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->