Narrow search
Showing 1 - 10 of 117
Cover Image
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.; Hamada, Ahmed S. - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Cover Image
A new argument in favor of hyperbolic discounting in very long term project appraisal
Cruz Rambaud, Salvador - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-17
Persistent link: https://www.econbiz.de/10010498830
Cover Image
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano; Buescu, Cristin; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Cover Image
Pricing derivative securities using cross-entropy : an economic analysis
Branger, Nicole - In: International journal of theoretical and applied finance 7 (2004) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10001946395
Cover Image
Discount curve estimation by monotonizing McCulloch Splines
Dette, Holger; Ziggel, Daniel - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 529-544
Persistent link: https://www.econbiz.de/10003759941
Cover Image
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
Cover Image
The CARMA interest rate model
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Cover Image
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Cover Image
Market statistics of a psychology-based heterogeneous agent model
Lamba, Harbir; Seaman, Tim - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 717-737
Persistent link: https://www.econbiz.de/10003791852
Cover Image
Collapse of detail
Pan, Enlin - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 247-282
Persistent link: https://www.econbiz.de/10001240154