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A jump-diffusion model for opt...
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Yield curve
Optionspreistheorie
14,803
Option pricing theory
14,344
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5,779
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4,075
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Takahashi, Akihiko
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brace, Alan
4
Brigo, Damiano
4
Christoffersen, Peter F.
4
Da Fonseca, José
4
Das, Sanjiv R.
4
De Simone, Antonio
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
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Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
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
Applied mathematical finance
21
Finance and stochastics
18
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
International journal of financial engineering
14
The journal of futures markets
14
Risks : open access journal
11
Finance research letters
9
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
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
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
931
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1
Term structure of interest rates analysis in the Spanish market
Barberà Mariné, M. Glòria
;
Garbajosa-Cabello, Maria José
- In:
Fuzzy economic review : the review of the International …
13
(
2008
)
2
,
pp. 53-62
Persistent link: https://www.econbiz.de/10003840918
Saved in:
2
Classifying yield spread movements in sparse data through triplots
Van der Merwe, Carel
-
2019
Persistent link: https://www.econbiz.de/10012548817
Saved in:
3
Evolving fuzzy modelling for yield curve forecasting
Maciel, Leandro
;
Ballini, Rosangela
;
Gomide, Fernando
- In:
International journal of economics and business research
15
(
2018
)
3
,
pp. 290-311
Persistent link: https://www.econbiz.de/10011862164
Saved in:
4
A state space modeling for proactive management in equity investment
Takahashi, Akihiko
;
Takahashi, Soichiro
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
Saved in:
5
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
6
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
7
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
8
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
9
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
10
Valuation of credit risky contingent claims
Henn, Marc
-
1997
Persistent link: https://www.econbiz.de/10000622423
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