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~person:"Grbac, Zorana"
~person:"Hughston, Lane P."
~type_genre:"Collection of articles of several authors"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Interest rate linkage"
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Option pricing theory
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3
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Grbac, Zorana
Hughston, Lane P.
Batten, Jonathan A.
3
Gouriéroux, Christian
3
Subrahmanyam, Marti G.
3
Browne, Frank
2
Chadha, Jagjit
2
Christiansen, Hans
2
Gade, Thomas
2
Gnan, Ernest
2
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2
Lemke, Wolfgang
2
Loubergé, Henri
2
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2
Rochon, Louis-Philippe
2
Ross, Stephen A.
2
Scaillet, Olivier
2
Schich, Sebastian T.
2
Schmidt, Thorsten
2
Taylor, Mark P.
2
Alexander, Volbert
1
Andrade, Joaquim Pinto de
1
Angeloni, Ignazio
1
Araújo, Luiz Alberto d'Ávila de
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Avellaneda, Marco
1
Bacchi, Mirian Rumenos Piedade
1
Baltensperger, Ernst
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Banerji, Sanjay
1
Barone-Adesi, Giovanni
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Barros, Geraldo Sant'Ana de Camargo
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Becker, Claudia
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Begg, Rezaul K.
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1
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Berndt, Antje
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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ECONIS (ZBW)
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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
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
The new interest rate models
Hughston, Lane P.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001522106
Saved in:
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