//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
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
CMS spread options in quadrati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate
76
Zins
76
Yield curve
68
Zinsstruktur
68
Estimation
53
Schätzung
53
USA
42
United States
42
Option pricing theory
39
Optionspreistheorie
39
Theorie
39
Theory
39
Volatility
38
Volatilität
38
Stochastic process
23
Stochastischer Prozess
23
Capital income
20
Kapitaleinkommen
20
Forecasting model
18
Prognoseverfahren
18
Großbritannien
14
Japan
14
United Kingdom
14
Australia
12
Australien
12
Deutschland
12
Germany
12
ARCH model
11
ARCH-Modell
11
EU countries
11
EU-Staaten
11
Risikoprämie
11
Risk premium
11
Derivat
10
Derivative
10
Exchange rate
10
Geldmarkt
10
Money market
10
Public bond
10
Wechselkurs
10
more ...
less ...
Type of publication
All
Article
181
Type of publication (narrower categories)
All
Article in journal
180
Aufsatz in Zeitschrift
180
Language
All
English
181
Author
All
Batten, Jonathan A.
3
Jansen, Pieter W.
3
Nowman, Kalid Ben
3
Sorwar, Ghulam
3
Athanassakos, George
2
Butter, Frank A. G. den
2
Caporale, Guglielmo Maria
2
Craigwell, Roland C.
2
Flores de Frutos, Rafael
2
Hamori, Shigeyuki
2
Hein, Scott E.
2
Hogan, Warren Pat
2
Kanniainen, Juho
2
Liao, Szu-Lang
2
Luís, Jorge Barros
2
Margaritis, Dimitris
2
Niizeki, Mikiyo Kii
2
Novales, Alfonso
2
Pittis, Nikitas
2
Wang, Janchung
2
Abad, Pilar
1
Adão, Bernardino
1
Ajayi, Richard A.
1
Akdemir, A.
1
Alangar, Sadhana M.
1
Allen, David E.
1
Alles, Lakshman
1
Alper, C. Emre
1
Arango Thomas, Luis Eduardo
1
Argaç, Reha
1
Arnold, Ivo J. M.
1
Arslan, Cem Kaan
1
Asai, Manabu
1
Attaoui, Sami
1
Ayling, David E.
1
Babbs, Simon H.
1
Bahmani-Oskooee, Mohsen
1
Bai, Ye
1
Balbás de la Corte, Alejandro
1
Bandholz, Harm
1
more ...
less ...
Published in...
All
Applied financial economics
European journal of operational research : EJOR
737
NBER working paper series
678
International journal of theoretical and applied finance
653
Working paper / National Bureau of Economic Research, Inc.
607
Journal of banking & finance
564
NBER Working Paper
553
Insurance / Mathematics & economics
376
Finance and stochastics
359
Journal of economic dynamics & control
359
Mathematical finance : an international journal of mathematics, statistics and financial theory
346
The journal of futures markets
335
Journal of econometrics
319
Discussion paper / Centre for Economic Policy Research
316
Applied mathematical finance
305
Economics letters
304
Finance research letters
304
Quantitative finance
283
Applied economics
280
The journal of computational finance
279
Working paper
276
Economic modelling
265
IMF working papers
260
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Journal of money, credit and banking : JMCB
240
Journal of financial economics
235
Journal of international money and finance
233
Finance and economics discussion series
224
Working paper series / European Central Bank
216
ECB Working Paper
207
Risks : open access journal
207
Discussion paper / Tinbergen Institute
204
International review of economics & finance : IREF
196
Review of derivatives research
191
The journal of finance : the journal of the American Finance Association
191
Operations research
190
Computational economics
189
Applied economics letters
186
Computers & operations research : and their applications to problems of world concern ; an international journal
185
The journal of fixed income
183
The review of financial studies
183
more ...
less ...
Source
All
ECONIS (ZBW)
181
Showing
1
-
10
of
181
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
2
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
3
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
4
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
5
Estimating volatility from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
6
Calibration
strategies of stochastic volatility models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
Saved in:
7
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
8
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
9
Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
10
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->