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Volatility
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23
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17
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11
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10
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10
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9
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9
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Elkamhi, Redouane
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1
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1
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The journal of futures markets
33
Journal of banking & finance
27
International journal of theoretical and applied finance
20
Journal of empirical finance
15
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
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The review of financial studies
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The journal of fixed income
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11
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
9
Economics letters
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Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
The journal of computational finance
9
Applied financial economics
8
Finance and stochastics
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International review of economics & finance : IREF
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International review of financial analysis
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The European journal of finance
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Energy economics
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Journal of econometrics
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Review of derivatives research
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Staff reports / Federal Reserve Bank of New York
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The journal of finance : the journal of the American Finance Association
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Finance and economics discussion series
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HWWA discussion paper
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Journal of money, credit and banking : JMCB
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
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CREATES research paper
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ECONIS (ZBW)
1,186
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1
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
2
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
3
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
4
Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar
-
1996
Persistent link: https://www.econbiz.de/10000964136
Saved in:
5
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
6
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
7
An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji
;
Kariya, Takeaki
-
1995
Persistent link: https://www.econbiz.de/10000555678
Saved in:
8
An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kenji
- In:
Financial engineering and the Japanese markets
3
(
1996
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10001204401
Saved in:
9
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
10
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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