//--> //--> //--> //-->
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 journal of computational 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
The affine inflation market mo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
254
Optionspreistheorie
254
Stochastic process
88
Stochastischer Prozess
88
Theorie
71
Theory
71
Volatility
65
Volatilität
65
Option trading
58
Optionsgeschäft
58
Monte Carlo simulation
43
Monte-Carlo-Simulation
43
Derivat
33
Derivative
33
Yield curve
29
Zinsstruktur
29
Black-Scholes model
24
Black-Scholes-Modell
24
Interest rate derivative
20
Zinsderivat
20
Analysis
17
Mathematical analysis
17
Simulation
17
stochastic volatility
15
Swap
14
Credit risk
11
Experiment
11
Finanzmathematik
11
Kreditrisiko
11
Mathematical finance
11
option pricing
11
Hedging
10
Interest rate
9
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistische Verteilung
9
USA
9
United States
9
Zins
9
more ...
less ...
Online availability
All
Undetermined
93
Type of publication
All
Article
256
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
256
Aufsatz in Zeitschrift
256
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
260
Author
All
Madan, Dilip B.
7
Forsyth, Peter A.
6
Reisinger, Christoph
5
Andersen, Leif B. G.
4
Coleman, Thomas F.
4
Joshi, Mark S.
4
Oosterlee, Cornelis Willebrordus
4
Rebonato, Riccardo
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
3
Carr, Peter
3
Ehrhardt, Matthias
3
Glasserman, Paul
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Li, Yuying
3
Oosterlee, Cornelis W.
3
Schoenmakers, John
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Cakici, Nusret
2
Caramellino, Lucia
2
Cathcart, Lara
2
Christara, Christina C.
2
Cont, Rama
2
Crépey, Stéphane
2
Dang, Duy Minh
2
Escobar, Marcos
2
Fries, Christian
2
Fu, Michael
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Guyon, Julien
2
Günther, Michael
2
Hafner, Reinhold
2
Han, Chuan-Hsiang
2
more ...
less ...
Published in...
All
The journal of computational finance
NBER working paper series
806
IMF Working Papers
751
NBER Working Paper
625
Working paper / National Bureau of Economic Research, Inc.
608
International journal of theoretical and applied finance
542
IMF working papers
481
Journal of banking & finance
431
MPRA Paper
392
IMF Staff Country Reports
377
Economics letters
376
Discussion paper / Centre for Economic Policy Research
373
Applied economics
361
ECB Working Paper
353
The journal of futures markets
312
Journal of money, credit and banking : JMCB
311
Journal of economic dynamics & control
305
Working paper series / European Central Bank
305
Working paper
304
Economic modelling
302
IMF working paper
293
Mathematical finance : an international journal of mathematics, statistics and financial theory
292
Applied mathematical finance
272
Journal of monetary economics
253
Finance and stochastics
252
Finance research letters
242
Working Paper
232
Discussion papers / CEPR
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Journal of international money and finance
225
Finance and economics discussion series
221
CESifo working papers
220
Discussion paper
220
Applied economics letters
217
Quantitative finance
215
Journal of macroeconomics
213
International review of economics & finance : IREF
200
Journal of financial economics
195
Review of derivatives research
183
CESifo Working Paper
177
more ...
less ...
Source
All
ECONIS (ZBW)
260
Showing
1
-
10
of
260
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 45-77
Persistent link: https://www.econbiz.de/10009575390
Saved in:
2
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
3
Fast and accurate Greeks for the LIBOR market model
Denson, Nick
;
Joshi, Mark S.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 115-140
Persistent link: https://www.econbiz.de/10009241247
Saved in:
4
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
5
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
6
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
7
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
8
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
9
A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models
Rebonato, Riccardo
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011480695
Saved in:
10
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
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...
//-->