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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Zinsstruktur
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barrier options
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credit default swaps
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Bojarčenko, Svetlana I.
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Choi, Jaehyuk
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Levendorskij, Sergej Z.
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Siegel, Andrew F.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Journal of banking & finance
66
Finance research letters
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International review of economics & finance : IREF
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Journal of international money and finance
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International journal of financial engineering
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Journal of monetary economics
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Pacific-Basin finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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The journal of corporate finance : contracting, governance and organization
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International journal of finance & economics : IJFE
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Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
2
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
3
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
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