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~person:"Gupta, Anurag"
~person:"Larsson, Martin"
~subject:"Niedrigzinspolitik"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Niedrigzinspolitik
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Interest rate derivative
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Gupta, Anurag
Larsson, Martin
Chen, Ren-Raw
7
Chiarella, Carl
6
Jamshidian, Farshid
6
Bhar, Ramaprasad
5
Jarrow, Robert A.
5
Ritchken, Peter H.
5
Ronn, Ehud I.
5
Subrahmanyam, Marti G.
5
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4
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4
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White, Alan
4
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3
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3
Ho, Thomas S. Y.
3
Kolb, Robert W.
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Meyer, Ralf
3
Miltersen, Kristian R.
3
Moraleda Novo, Juan Manuel
3
Rebonato, Riccardo
3
Sandmann, Klaus
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Sankarasubramanian, L.
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Schlögl, Erik
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
4
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Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
2
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
3
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
4
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
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