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:"European journal of operational research : EJOR"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finance
2
Term structure
2
Yield curve
2
Zinsstruktur
2
Arbitrage-free models
1
Credit risk
1
Forward rate
1
Interest rate derivative
1
Kreditrisiko
1
Libor
1
Non-linear optimization
1
OR in banking
1
Option pricing theory
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatility modelling
1
Volatilität
1
Zinsderivat
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Blomvall, Jörgen
1
Fanelli, Viviana
1
Published in...
All
European journal of operational research : EJOR
CEPR Discussion Papers
22
MPRA Paper
20
Journal of financial economics
15
Working Paper
15
Finance
14
Journal of banking & finance
13
Journal of empirical finance
13
Economics Papers from University Paris Dauphine
12
CFS Working Paper Series
9
Discussion papers / CEPR
9
CESifo Working Paper
8
Finance research letters
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
International journal of theoretical and applied finance
8
Journal of Banking & Finance
8
Research paper series / Swiss Finance Institute
8
SSE/EFI Working Paper Series in Economics and Finance
8
International review of financial analysis
7
Open Access publications from Université Paris-Dauphine
7
Staff Report
7
Applied Mathematical Finance
6
CFS Working Paper
6
ECB Working Paper
6
PIER Working Paper Archive
6
Research Paper Series / Finance Discipline Group, Business School
6
Asia-Pacific Financial Markets
5
International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Journal of international money and finance
5
SFB 649 Discussion Paper
5
Staff reports / Federal Reserve Bank of New York
5
Studies in Nonlinear Dynamics & Econometrics
5
Applied economics
4
Australian Journal of Management
4
Bank of Japan working paper series
4
CESifo Working Paper Series
4
CESifo working papers
4
CIRANO Working Papers
4
CREATES Research Papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measurement of interest rates using a convex optimization model
Blomvall, Jörgen
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
Saved in:
2
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
