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~person:"Schmidt, Thorsten"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Search: subject_exact:"Zinsdifferenz"
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Schmidt, Thorsten
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8
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
New frontiers in enterprise risk management
1
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ECONIS (ZBW)
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
2
No arbitrage theory for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
3
Hybrid calibration procedures for term structure models
Schmidt, Thorsten
- In:
New frontiers in enterprise risk management
,
(pp. 125-143)
.
2008
Persistent link: https://www.econbiz.de/10003709257
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