//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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: person:"Kennedy, Joanne E."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Derivat
3
Derivative
3
Interest rate derivative
3
Zinsderivat
3
Arbitrage Pricing
2
Arbitrage pricing
2
Interest rate
2
Multivariate Verteilung
2
Multivariate distribution
2
Probability theory
2
Swap
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Wahrscheinlichkeitsrechnung
2
Yield curve
2
Zins
2
Zinsstruktur
2
Bermudan swaption
1
Currency option
1
Devisenoption
1
Estimation theory
1
Hedging
1
LIBOR market model
1
Levi-Civitá equation
1
Markov chain
1
Markov-Kette
1
Markov-functional models
1
Markov-functional models (MFMs)
1
Mean Reversion
1
Mean reversion
1
Modellierung
1
One-dimensional swap Markov-functional model
1
SABR
1
SABR-MR model
1
Schätztheorie
1
Scientific modelling
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Language
All
English
8
Author
All
Kennedy, Joanne E.
8
Pham, Duy
3
Bennett, Michael N.
2
Gogala, Jaka
2
Kaisajuntti, Linus
1
Mitra, Subhankar
1
Published in...
All
Applied mathematical finance
2
International journal of theoretical and applied finance
2
The journal of computational finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
2
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
3
On the approximation of the SABR with mean reversion model : a probabilistic approach
Kennedy, Joanne E.
;
Pham, Duy
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 451-481
Persistent link: https://www.econbiz.de/10010500879
Saved in:
4
Implications for hedging of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
5
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
Saved in:
6
On the approximation of the SABR model : a probabilistic approach
Kennedy, Joanne E.
;
Mitra, Subhankar
;
Pham, Duy
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 553-586
Persistent link: https://www.econbiz.de/10009710926
Saved in:
7
A comparison of Markov-functional and market models : the one-dimensional case
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 22-43
Persistent link: https://www.econbiz.de/10003299540
Saved in:
8
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->