//--> //--> //-->
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
~person:"Zhong, Yangfan"
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:"square-root process"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
2
LIBOR market model
2
Option pricing theory
2
Optionspreistheorie
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
multi-factor model
2
multiplicative basis
2
square-root process
2
Common agricultural policy
1
EU countries
1
EU-Agrarpolitik
1
EU-Staaten
1
LIBOR-OIS basis spread
1
credit crunch
1
fast Fourier transform
1
in-arrears cap
1
multiple-curve models
1
multiple-curve models/setting
1
ratchet cap
1
shifted lognormal model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Zhong, Yangfan
Platen, Eckhard
11
Koekkoek, Remmert
5
Lord, Roger
5
Barndorff-Nielsen, Ole E.
4
Shephard, Neil
4
Dijk, Dick van
3
Bayraktar, Erhan
2
Breymann, Wolfgang
2
Buchner, Axel
2
Dassios, Angelos
2
Egami, Masahiko
2
Gan, Siqing
2
Kaserer, Christoph
2
Kelly, Leah
2
Moreno, Manuel
2
Nielsen, Bent
2
PLATEN, ECKHARD
2
Platania, Federico
2
Sun, Xianming
2
Wagner, Niklas
2
Ysusi, Carla
2
Albiol, Hortensia Fontanals
1
Balakrishna, BS
1
Danna-Buitrago, Jenny Paola
1
Dias, José Carlos
1
Dijk, Dick Van
1
GUO, ZHI JUN
1
Galisteo, Merche
1
Guo, Zhi
1
Guo, Zhi Jun
1
Ignatieva, Katja
1
Jamshidian, F.
1
Mi, Yanhui
1
Nagaradjasarma, Jayalaxshmi
1
Nunes, Joaõ Pedro Vidal
1
Penagos, Gabriel I.
1
Rendek, Renata
1
Schloegl, Erik
1
Schloegl, Lutz
1
more ...
less ...
Published in...
All
International journal of financial engineering
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
2
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->