//--> //--> //-->
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:"Quantitative finance"
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
Wrong-way risk CVA models with...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Affine short-rate model
1
Implied density calibration
1
Jensen-Shannon divergence
1
Negative interest rates
1
Online availability
All
Free
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
Vrins, Frédéric
1
Wang, Linqi
1
Published in...
All
Quantitative finance
CORE discussion papers : DP
4
Applied economics
2
European journal of operational research : EJOR
2
International journal of forecasting
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risks
2
Risks : open access journal
2
Economic modelling
1
International journal of theoretical and applied finance
1
Journal of Multivariate Analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
New methods in fixed income modeling : fixed income modeling
1
Operations research
1
Risk : managing risk in the world's financial markets
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric short-rate model without lower bound
Vrins, Frédéric
;
Wang, Linqi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 279-295
Persistent link: https://www.econbiz.de/10014232631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->