//--> //--> //-->
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
~accessRights:"free"
~language:"eng"
~person:"Gouriéroux, Christian"
~person:"Lund, Bruno"
~subject:"Option pricing theory"
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
A CONSTRAINED LEAST SQUARE MET...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Yield curve
3
Zinsstruktur
3
Derivat
2
Derivative
2
Optionspreistheorie
2
Risikoprämie
2
Risk premium
2
Term Structure
2
Affine Process
1
Anleihe
1
Asian options
1
Asset Pricing
1
Bond
1
Bond market
1
Bubbles
1
CAPM
1
Debt
1
Derivative Pricing
1
Derivatives
1
Emerging Markets
1
Emerging economies
1
Financial economics
1
Fixed Income
1
Hedge
1
Hedging
1
Immunization
1
Inflation Expectation
1
Inflation expectations
1
Inflationserwartung
1
Jumps
1
Kapitalmarkttheorie
1
NoncausalProcess
1
Option trading
1
Optionsgeschäft
1
Poisson process
1
Portfolio selection
1
Portfolio-Management
1
Rentenmarkt
1
Reverse Time
1
more ...
less ...
Online availability
All
Free
Undetermined
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Gouriéroux, Christian
Lund, Bruno
Andries, Marianne
1
Eisenbach, Thomas M.
1
El Qalli, Yassine
1
Filipović, Damir
1
Hollstein, Fabian
1
Lu, Yang
1
Prokopczuk, Marcel
1
Rotondi, Francesco
1
Schmalz, Martin C.
1
Stotz, Olaf
1
Wang, Yichuan
1
Wese Simen, Chardin
1
Willems, Sander
1
more ...
less ...
Published in...
All
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Série des documents de travail
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->