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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Credit spread"
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Optionsgeschäft
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Bojarčenko, Svetlana I.
1
Bossy, Mireille
1
Brace, Alan
1
Drimus, Gabriel
1
Eberlein, Ernst
1
Eghbalzadeh, Ramin
1
Gaillardetz, Patrice
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Musiela, Marek
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Review of derivatives research
Journal of banking & finance
6
The journal of futures markets
5
Finance research letters
4
Journal of financial economics
4
Quantitative finance
3
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of agricultural economics
1
Annals of finance
1
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Applied mathematical finance
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance and stochastics
1
IMA journal of management mathematics
1
International journal of economics and finance
1
International journal of financial engineering
1
International review of financial analysis
1
Investigaciones económicas
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Journal of financial markets
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Journal of multinational financial management
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Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
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Review / Federal Reserve Bank of St. Louis
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Review of quantitative finance and accounting
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Swiss journal of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
8
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1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
2
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:
3
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
4
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
5
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
Saved in:
6
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
7
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
Saved in:
8
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
Saved in:
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