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~subject:"Zinsstruktur"
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Zinsstruktur
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3
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Frachot, Antoine
4
El Karoui, Nicole
2
Geman, Hélyette
2
Lesne, Jean-Philippe
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Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
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2
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
Saved in:
3
Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 11-36
Persistent link: https://www.econbiz.de/10001333821
Saved in:
4
Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
Saved in:
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