//--> //--> //-->
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 : IJTAF"
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
Asymptotic and exact pricing o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
1
Forward curve
1
Schätzung
1
State space model
1
Theorie
1
Theory
1
Vasicek model
1
Yield curve
1
Zinsstruktur
1
Zustandsraummodell
1
envelope
1
interest rates
1
term structure
1
winding number
1
yield curve
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Keller-Ressel, Martin
1
Sachse, Felix
1
Published in...
All
International journal of theoretical and applied finance : IJTAF
Papers / arXiv.org
33
Finance and stochastics
18
Research paper series / Swiss Finance Institute
16
Swiss Finance Institute Research Paper
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and Stochastics
5
FINRISK Working Paper Series
4
Mathematics and financial economics
4
Stochastic Processes and their Applications
4
Boston U. School of Management Research Paper
3
CPQF Working Paper Series
2
International journal of theoretical and applied finance
2
Market microstructure and liquidity
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical methods of operations research
2
Mathematics of operations research
2
Working paper series / Centre for Practical Quantitative Finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annual review of financial economics
1
CAMA Working Paper
1
CAMA working paper series
1
Computational Statistics
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Methods of Operations Research
1
Operations research
1
Quantitative Finance
1
Quantitative finance
1
Swiss Finance Institute Research Paper Series
1
Working Paper No. 680
1
Working Paper No. 727
1
Working Paper No. 728
1
Working Paper No. 733
1
Working Papers / HAL
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
State space decomposition and classification of term structure shapes in the two-factor vasicek model
Keller-Ressel, Martin
;
Sachse, Felix
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10014497221
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->