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~subject:"Option pricing theory"
~person:"Papapantoleon, Antonis"
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Search: subject_exact:"Zinsdifferenz"
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Option pricing theory
Yield curve
7
Zinsstruktur
7
Interest rate derivative
5
Optionspreistheorie
5
Zinsderivat
5
Stochastic process
4
Stochastischer Prozess
4
Affine LIBOR models
1
Credit risk
1
Derivat
1
Derivative
1
Financial economics
1
Finanzmathematik
1
Forward price
1
Insolvency
1
Insolvenz
1
Kapitalmarkttheorie
1
Kreditrisiko
1
LIBOR
1
LIBOR market models
1
LIBOR rate models
1
Lévy forward price models
1
Martingal
1
Martingale
1
Mathematical finance
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Modellierung
1
Scientific modelling
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Semimartingales
1
Statistical method
1
Statistische Methode
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Theorie
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Theory
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Volatility
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Volatilität
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affine processes
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analytically tractable models
1
forward price models
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Papapantoleon, Antonis
Joshi, Mark S.
14
Schlögl, Erik
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fabozzi, Frank J.
7
Fanelli, Viviana
7
Rebonato, Riccardo
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
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Macrina, Andrea
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brigo, Damiano
4
Christoffersen, Peter F.
4
Da Fonseca, José
4
Das, Sanjiv R.
4
De Simone, Antonio
4
Deelstra, Griselda
4
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
CREATES research paper
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
The journal of computational finance
1
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ECONIS (ZBW)
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1
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
4
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
Saved in:
5
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
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