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ECONIS (ZBW)
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1
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
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2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
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2010
Persistent link: https://www.econbiz.de/10003937010
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3
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
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2010
Persistent link: https://www.econbiz.de/10003939417
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4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
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2010
Persistent link: https://www.econbiz.de/10003947812
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5
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
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2012
Persistent link: https://www.econbiz.de/10009576958
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6
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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7
Interest rates with long memory : a generalized affine term-structure model
Osterrieder, Daniela
-
2013
Persistent link: https://www.econbiz.de/10009751847
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8
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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9
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.
;
Lunde, Asger
-
2013
Persistent link: https://www.econbiz.de/10010195637
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10
Dynamic term structure models : the best way to enforce the zero lower bound
Andreasen, Martin Møller
;
Meldrum, Andrew
-
2014
Persistent link: https://www.econbiz.de/10010438075
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