Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Forward measure"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Yield curve
7
Zinsstruktur
7
forward measure
7
Forward measure
4
Anleihe
3
Bond
3
CAPM
3
Derivat
3
Derivative
3
Discounting
3
Diskontierung
3
Interest rate
3
Option trading
3
Optionsgeschäft
3
Risiko
3
Risk
3
Stochastic discount factor
3
Zins
3
LIBOR Market Model
2
LIBOR rate
2
Long forward measure
2
Long-term factorization
2
Risikoprämie
2
Risk premium
2
calibration
2
callable bond
2
callable capped floater swap
2
callable exotics
2
callable inverse floater swap
2
callable range accrual swap
2
drift approximation
2
lattice model
2
risk management
2
shifted forward measure
2
tree model
2
Affine models
1
more ...
less ...
Online availability
All
Undetermined
10
Free
6
Type of publication
All
Article
15
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Article
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
12
Undetermined
6
Author
All
Linetsky, Vadim
3
Qin, Likuan
3
Musiela, Marek
2
Rutkowski, Marek
2
Chen, Jun-Home
1
Elliott, Robert
1
Elliott, Robert J.
1
Fang, Yingyi
1
Hess, Markus
1
Hoek, John van der
1
Kan, Xiu
1
Kim, Bara
1
Kim, Jeongsim
1
Klein, Irene
1
Lee, Jinyoung
1
Leippold, Markus
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Matsumoto, Koichi
1
Schmidt, Thorsten
1
Severino, Federico
1
Shu, Huisheng
1
Siu, Tak Kuen
1
Sommer, Daniel
1
Teichmann, Josef
1
Tim, Xiao
1
Wiener, Zvi
1
Xiao, Tim
1
Yoon, Hyungkuk
1
Zhang, Xin
1
Zheng, Zhiwei
1
more ...
less ...
Institution
All
University of Bonn, Germany
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Discussion Paper Serie B
2
Finance and Stochastics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of Derivatives
1
Journal of mathematical finance
1
MPRA Paper
1
Mathematics and financial economics
1
Review of Derivatives Research
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
RePEc
8
EconStor
1
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-term risk with stochastic interest rates
Severino, Federico
-
2025
Persistent link: https://www.econbiz.de/10015358988
Saved in:
2
Pricing of discretely sampled arithmetic Asian options, under the Hull-White interest rate model
Kim, Bara
;
Kim, Jeongsim
;
Yoon, Hyungkuk
;
Lee, Jinyoung
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015135005
Saved in:
3
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
4
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
5
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
6
Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
Saved in:
7
Long-term factorization of affine pricing kernels
Qin, Likuan
;
Linetsky, Vadim
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 479-498
Persistent link: https://www.econbiz.de/10011900582
Saved in:
8
Long-term risk : a martingale approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
Saved in:
9
An Efficient Lattice Algorithm for the LIBOR Market Model
Xiao, Tim
- In:
Journal of Derivatives
19
(
2011
)
1
,
pp. 25-40
forward
measure
and several novel fast drift approximation methods. This model should achieve the best performance without …
Persistent link: https://www.econbiz.de/10012022036
Saved in:
10
An efficient lattice algorithm for the libor market model
Tim, Xiao
-
Volkswirtschaftliche Fakultät, …
-
2011
forward
measure
and several novel fast drift approximation methods. This model should achieve the best performance without …
Persistent link: https://www.econbiz.de/10009277289
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
