//--> //--> //--> //-->
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:"Zinsstruktur"
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
Estimating early exercise prem...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
5,932
Theory
5,734
Volatilität
5,142
Optionsgeschäft
5,121
Volatility
5,085
Option trading
4,912
Zustandsraummodell
3,791
State space model
3,750
Stochastischer Prozess
3,600
Stochastic process
3,538
Derivat
2,870
Derivative
2,865
Gold
2,735
Schätzung
2,162
Estimation
2,111
Hedging
1,766
Zeitreihenanalyse
1,707
Time series analysis
1,679
USA
1,663
Portfolio-Management
1,597
United States
1,588
Portfolio selection
1,582
Welt
1,412
World
1,399
Börsenkurs
1,271
Share price
1,255
Prognoseverfahren
1,240
CAPM
1,215
Forecasting model
1,214
Black-Scholes-Modell
1,200
Yield curve
1,169
Black-Scholes model
1,148
Kalman filter
1,114
Kapitaleinkommen
1,010
Capital income
1,007
Risiko
850
Risk
850
more ...
less ...
Online availability
All
Free
350
Undetermined
272
Type of publication
All
Article
652
Book / Working Paper
522
Type of publication (narrower categories)
All
Article in journal
628
Aufsatz in Zeitschrift
628
Graue Literatur
197
Non-commercial literature
197
Working Paper
185
Arbeitspapier
172
Hochschulschrift
62
Thesis
49
Aufsatz im Buch
22
Book section
22
Collection of articles written by one author
16
Sammlung
16
Lehrbuch
13
Collection of articles of several authors
11
Sammelwerk
11
Textbook
11
Bibliografie enthalten
10
Bibliography included
10
Conference paper
9
Konferenzbeitrag
9
Systematic review
7
Übersichtsarbeit
7
Forschungsbericht
6
Konferenzschrift
6
Aufsatzsammlung
5
Conference proceedings
4
Bibliografie
2
Accompanied by computer file
1
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
No longer published / No longer aquired
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
1,135
German
28
Spanish
8
French
2
Undetermined
1
Author
All
Koopman, Siem Jan
15
Schlögl, Erik
15
Joshi, Mark S.
14
Filipović, Damir
11
Schoenmakers, John
11
Wel, Michel van der
11
Chen, Son-nan
9
Elliott, Robert J.
9
Jacobs, Kris
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Christoffersen, Peter F.
7
Fanelli, Viviana
7
Lemke, Wolfgang
7
Sandmann, Klaus
7
Takahashi, Akihiko
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
Realdon, Marco
6
Rebonato, Riccardo
6
Schulmerich, Marcus
6
Schwartz, Eduardo S.
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Andreasen, Martin Møller
5
Belomestny, Denis
5
Collin-Dufresne, Pierre
5
Gibson, Rajna
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Houweling, Patrick
5
Hull, John
5
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
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
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
26
The journal of computational finance
23
Applied mathematical finance
22
Finance and stochastics
19
Review of derivatives research
19
Quantitative finance
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
International journal of financial engineering
16
The journal of futures markets
16
The journal of fixed income
15
Discussion paper / Tinbergen Institute
13
Journal of financial economics
11
Risks : open access journal
11
Finance research letters
9
The European journal of finance
9
The review of financial studies
9
Asia-Pacific financial markets
8
Economic modelling
8
Research paper series / Swiss Finance Institute
8
SpringerLink / Bücher
8
The journal of finance : the journal of the American Finance Association
8
Working paper
8
CREATES research paper
7
International review of financial analysis
7
Journal of empirical finance
7
Lecture notes in economics and mathematical systems : LNEMS
7
Applied economics
6
Insurance / Mathematics & economics
6
International review of economics & finance : IREF
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The North American journal of economics and finance : a journal of financial economics studies
6
Tinbergen Institute Discussion Paper
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion paper / B
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
Journal of econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,157
EconStor
13
USB Cologne (EcoSocSci)
4
Showing
1
-
10
of
1,174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
2
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
3
Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime
-
2004
Persistent link: https://www.econbiz.de/10003383662
Saved in:
4
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
5
Valuation of callable/putable corporate bonds in a one-factor lognormal interest-rate model
Goldberg, Robert S.
;
Ronn, Ehud I.
;
Xu, Liying
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10012613114
Saved in:
6
A fundamental approach to corporate bond
options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
7
Sensitivity of interest rate caps to the elasticity of forward rate volatility
Sahut, Jean-Michel
;
Mili, Mehdi
- In:
International journal of business
11
(
2006
)
2
,
pp. 107-119
Persistent link: https://www.econbiz.de/10003341988
Saved in:
8
Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L.
-
2004
Persistent link: https://www.econbiz.de/10003386850
Saved in:
9
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
10
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->