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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Interest rate"
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Levendorskij, Sergej Z.
2
Bojarčenko, Svetlana I.
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Goldammer, Verena
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Gombani, Andrea
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Gouriéroux, Christian
1
Kardaras, Constantinos
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Li, Libo
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Monfort, Alain
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
58
NBER Working Paper
46
Journal of banking & finance
38
International journal of theoretical and applied finance
36
Working paper / National Bureau of Economic Research, Inc.
29
Working papers / The Levy Economics Institute
27
Applied economics
26
The journal of fixed income
22
Journal of money, credit and banking : JMCB
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Journal of financial economics
19
Working papers / Bank for International Settlements
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Applied economics letters
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Finance and economics discussion series
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IMF working papers
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International review of economics & finance : IREF
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Quantitative finance
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Working paper series / European Central Bank
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Discussion papers / CEPR
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Journal of international money and finance
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Journal of mathematical finance
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Staff working paper / Bank of Canada
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The North American journal of economics and finance : a journal of financial economics studies
13
The journal of futures markets
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Applied financial economics
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Applied mathematical finance
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Finance research letters
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Review of derivatives research
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The journal of computational finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Cogent economics & finance
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Insurance / Mathematics & economics
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International review of financial analysis
11
Journal of empirical finance
11
International journal of financial engineering
10
Journal of international financial markets, institutions & money
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The European journal of finance
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Discussion paper / Centre for Economic Policy Research
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1
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
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
4
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
5
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
6
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
7
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
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