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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
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Yield curve
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Filipović, Damir
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
103
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
88
NBER Working Paper
86
International journal of theoretical and applied finance
66
The journal of fixed income
64
Journal of financial economics
58
Working paper
45
Discussion paper / Centre for Economic Policy Research
44
The journal of finance : the journal of the American Finance Association
41
The review of financial studies
41
Finance and stochastics
39
Journal of economic dynamics & control
39
Economics letters
38
Journal of money, credit and banking : JMCB
38
Finance and economics discussion series
34
Journal of empirical finance
33
Applied mathematical finance
32
Journal of financial and quantitative analysis : JFQA
32
Journal of international money and finance
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Working paper series / European Central Bank
30
Journal of monetary economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Journal of econometrics
25
Discussion papers / CEPR
23
Finance research letters
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Review of derivatives research
23
Staff reports / Federal Reserve Bank of New York
23
International review of economics & finance : IREF
22
The European journal of finance
22
The journal of futures markets
22
Working papers series / Federal Reserve Bank of San Francisco
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Discussion paper
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International review of financial analysis
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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SpringerLink / Bücher
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Asia-Pacific financial markets
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1
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:
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
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
5
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
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6
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
7
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:
8
The Dothan pricing model revisited
Pintoux, Caroline
;
Privault, Nicolas
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10008935653
Saved in:
9
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:
10
Dynamic CDO term structure modeling
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
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