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
~subject:"Yield curve"
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
Jumps in high-frequency data :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
103
Theory
103
Estimation theory
54
Schätztheorie
54
Nichtparametrisches Verfahren
53
Nonparametric statistics
51
Estimation
30
Optionspreistheorie
30
Schätzung
30
Portfolio selection
27
Portfolio-Management
27
Option pricing theory
26
Volatilität
24
Risikomanagement
22
Stochastic process
22
Stochastischer Prozess
22
Forecasting model
21
Prognoseverfahren
21
Statistischer Test
21
Volatility
21
Capital income
20
Kapitaleinkommen
20
Statistical test
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Risikoprämie
19
USA
19
Risk management
18
Risk premium
18
United States
18
Monte-Carlo-Simulation
17
Zinsstruktur
17
Core
15
Mathematical programming
15
Mathematische Optimierung
15
Monte Carlo simulation
15
Regressionsanalyse
15
Simulation
15
CAPM
14
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
10
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
6
Non-commercial literature
6
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
16
French
1
Author
All
Scaillet, Olivier
17
Gouriéroux, Christian
5
Cheng, Peng
4
Leblanc, Boris
3
Galluccio, Stefano
2
Huang, Zhijhang
2
Ly, Jean-Michel
2
Broze, Laurence
1
Galluccio, S.
1
Huang, Z.
1
Ly, J.-M.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
FAME research paper series
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
... Congrès annuel de l'Association Française de Science Economique
1
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Documents de travail / THEMA
1
Développements récents de l'analyse économique
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Revue économique : revue bimestrielle
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
2
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
3
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
4
Linear-quadratic jump-diffusion modeling
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003354343
Saved in:
5
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
6
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
Saved in:
7
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
8
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
9
Options on forward and futures contracts in the affine term structure model
Leblanc, Boris
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
Saved in:
10
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
