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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Option trading"
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Derivative
Option trading
Yield curve
69
Zinsstruktur
69
Theorie
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Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
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10
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Levendorskij, Sergej Z.
2
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Eberlein, Ernst
1
Goldammer, Verena
1
Gombani, Andrea
1
Kardaras, Constantinos
1
Kluge, Wolfgang
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Li, Libo
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Maghsoodi, Yoosef
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Musiela, Marek
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Platen, Eckhard
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
26
Journal of banking & finance
19
The journal of futures markets
13
Review of derivatives research
12
Applied mathematical finance
11
Journal of financial economics
9
The journal of fixed income
9
Quantitative finance
8
The journal of computational finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International review of financial analysis
6
Journal of financial and quantitative analysis : JFQA
6
Journal of empirical finance
5
Lecture notes in economics and mathematical systems : LNEMS
5
NBER Working Paper
5
NBER working paper series
5
SpringerLink / Bücher
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
4
Discussion paper / Centre for Economic Policy Research
4
Finance and stochastics
4
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Working paper
4
Annual review of financial economics
3
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance research letters
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The journal of real estate finance and economics
3
The review of financial studies
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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
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:
7
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:
8
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
Saved in:
9
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:
10
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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