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~isPartOf:"The journal of futures markets"
~subject:"Stochastic process"
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Stochastic process
Yield curve
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Bali, Turan G.
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The journal of futures markets
International journal of theoretical and applied finance
26
Finance and stochastics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied mathematical finance
11
The review of financial studies
11
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of computational finance
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Economic modelling
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Journal of economic dynamics & control
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HWWA discussion paper
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European journal of operational research : EJOR
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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SSE EFI working paper series in economics and finance
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Annals of finance
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Asia-Pacific journal of financial studies
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Discussion papers in economics
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Finance research letters
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Interest rate modelling after the financial crisis
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Journal of econometrics
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
2
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
3
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
4
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Saved in:
5
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
6
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
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