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1
Arbitrage
und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere
Jaschke, Stefan R.
;
Stehle, Richard
;
Wernicke, Stefan
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
5
,
pp. 440-468
Persistent link: https://www.econbiz.de/10001502289
Saved in:
2
A note on
arbitrage
in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
3
New no-
arbitrage
conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
4
Market price of risk specifications for affine models :
theory
and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
5
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
6
An
arbitrage
-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
Saved in:
7
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
Saved in:
8
Challenges in macro-finance modeling
Kim, Don H.
- In:
Review / Federal Reserve Bank of St. Louis
91
(
2009
)
5/2
,
pp. 519-544
Persistent link: https://www.econbiz.de/10003924388
Saved in:
9
How
arbitrage
-free is the Nelson-Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009302103
Saved in:
10
Arbitrage
-free Gaussian affine term structure model with observable factors
Wang, Gang
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 142-152
Persistent link: https://www.econbiz.de/10011398757
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