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Bond
Volatility
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Volatilität
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Option pricing theory
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volatility curve
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yield curve
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Anleihe
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Black-Scholes model
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CARMA process
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Option trading
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Optionsgeschäft
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Term structure
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Wirkungsanalyse
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Wirtschaftspolitik
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bond option pricing
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bond pricing
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calibration
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Andresen, Arne
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Benth, Fred Espen
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Koekebakker, Steen
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Leippold, Markus
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Matthys, Felix
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Zakamulin, Valeriy
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Economic Policy Uncertainty and the Yield Curve
Leippold, Markus
;
Matthys, Felix
-
2022
Persistent link: https://www.econbiz.de/10013192097
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2
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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