//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
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
Heat kernel interest rate mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
83
Optionspreistheorie
83
Volatility
64
Volatilität
64
Yield curve
56
Zinsstruktur
56
Stochastic process
48
Stochastischer Prozess
48
Estimation
42
Interest rate
42
Schätzung
42
Zins
42
Option trading
37
Optionsgeschäft
37
Theorie
29
Theory
29
Markov chain
27
Markov-Kette
27
Credit risk
26
Kreditrisiko
26
Geldpolitik
25
Monetary policy
25
ARCH model
23
ARCH-Modell
23
Derivat
22
Derivative
22
Forecasting model
21
Prognoseverfahren
21
Capital income
20
Kapitaleinkommen
20
Portfolio selection
20
Portfolio-Management
20
Risikoprämie
18
Risk premium
18
Black-Scholes model
14
Black-Scholes-Modell
14
Public bond
14
Öffentliche Anleihe
14
Financial crisis
13
Finanzkrise
13
more ...
less ...
Online availability
All
Undetermined
150
Type of publication
All
Article
199
Type of publication (narrower categories)
All
Article in journal
199
Aufsatz in Zeitschrift
199
Language
All
English
199
Author
All
Lee, Hangsuck
6
Wang, Xingchun
6
Bao, Ying
4
Hammoudeh, Shawkat
4
Kim, Geonwoo
4
Ko, Bangwon
4
Lin, Shih-kuei
4
Zhao, Yanlong
4
Chen, Jun-Home
3
Gupta, Rangan
3
Jeon, Junkee
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Lian, Yu-Min
3
Peng, Cheng
3
Campani, Carlos Heitor
2
Chang, Kuang-Liang
2
Gómez Puig, Marta
2
Holmes, Mark J.
2
Huang, Hung-Hsi
2
Jiang, Yong
2
Lai, Yongzeng
2
Lange, Ronald H.
2
Lee, Minha
2
Li, Shuang
2
Li, Zhe
2
Liao, Szu-Lang
2
Lin, Shin-Hung
2
Liu, Qiang
2
Liu, Yu-hong
2
Ma, Jingtang
2
McAleer, Michael
2
Nautz, Dieter
2
Otero, Jesús G.
2
Perote, Javier
2
Song, Seongjoo
2
Sosvilla-Rivero, Simón
2
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
European journal of operational research : EJOR
907
NBER working paper series
700
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of economic dynamics & control
409
Journal of econometrics
408
Insurance / Mathematics & economics
405
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Economics letters
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
The journal of futures markets
347
Finance research letters
328
Applied economics
327
Economic modelling
326
Working paper
323
Applied mathematical finance
313
Quantitative finance
299
The journal of computational finance
282
Discussion paper / Tinbergen Institute
274
IMF working papers
266
Operations research letters
258
Journal of money, credit and banking : JMCB
250
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Finance and economics discussion series
234
Working paper series / European Central Bank
234
International journal of production research
231
Mathematics of operations research
230
Risks : open access journal
230
Journal of financial economics
228
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
216
Energy economics
203
more ...
less ...
Source
All
ECONIS (ZBW)
199
Showing
1
-
10
of
199
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
2
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
Saved in:
3
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
4
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
Saved in:
5
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
Saved in:
6
Stochastic interest rates under rational inattention
Zhang, Yuhua
;
Niu, Yingjie
;
Wu, Ting
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012664614
Saved in:
7
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
8
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
9
Efficient computation of european option prices and their sensitivities with the complex fourier series method
Chan, Tat Lung (Ron)
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012201197
Saved in:
10
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->