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:"International journal of theoretical and applied finance"
~language:"deu"
~language:"eng"
~subject:"Risk-neutral pricing"
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
Closed Form Solutions for Term...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk-neutral pricing
Option pricing theory
2
Optionspreistheorie
2
Arbitrage Pricing
1
Arbitrage pricing
1
CAPM
1
Change of measure
1
Convexity adjustments
1
Hedging
1
In-arrears caps and floors
1
In-arrears swaps
1
Interest rate risk
1
Pricing bounds
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Theorie
1
Theory
1
Yield curve
1
Zinsrisiko
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
German
English
Author
All
Chen, An
1
Sandmann, Klaus
1
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
