//--> //--> //-->
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 fixed income"
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
A comparison of diffusion mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Theorie
1
Theory
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
3
English
1
Author
All
Strickland, Chris
4
Clewlow, Les
3
Selby, Michael J.P.
1
Published in...
All
The journal of fixed income
Computational Statistics & Data Analysis
3
Research Paper Series / Finance Discipline Group, Business School
3
The European Journal of Finance
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Econometric Society 2004 Australasian Meetings
1
Energy policy
1
Journal of Applied Statistics
1
Monash Econometrics and Business Statistics Working Papers
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
The European journal of finance
1
more ...
less ...
Source
All
OLC EcoSci
3
ECONIS (ZBW)
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
Saved in:
2
Computing the Fong and Vasicek Pure Discount Bond Price Formula
Selby, Michael J.P.
;
Strickland, Chris
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 78-85
Persistent link: https://www.econbiz.de/10007331241
Saved in:
3
Monte Carlo Valuation of Interest Rate Derivatives Under Stochastic Volatility
Clewlow, Les
;
Strickland, Chris
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-46
Persistent link: https://www.econbiz.de/10007362628
Saved in:
4
A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model
Clewlow, Les
;
Strickland, Chris
- In:
The journal of fixed income
3
(
1994
)
4
,
pp. 95-100
Persistent link: https://www.econbiz.de/10007214319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->