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Yield curve
Optionspreistheorie
14,850
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6,783
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6,743
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Schlögl, Erik
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11
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10
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9
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9
Grbac, Zorana
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Almeida, Caio
7
Benth, Fred Espen
7
Eberlein, Ernst
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Phillips, Peter C. B.
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Jacobs, Kris
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Bekaert, Geert
4
Brace, Alan
4
Brigo, Damiano
4
Christoffersen, Peter F.
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1
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Institut for Finansiering <Frederiksberg>
1
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
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International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Finance and stochastics
22
Applied mathematical finance
21
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
11
The review of financial studies
11
Finance research letters
10
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
The European journal of finance
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
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Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion paper / B
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
NBER Working Paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Annals of finance
4
Annals of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
983
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1
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
6
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
7
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
8
Long-term risk : a
martingale
approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
Saved in:
9
Martingale
property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
10
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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