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subject:"Optionspreistheorie"
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~isPartOf:"Journal of mathematical finance"
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Optionspreistheorie
Interest rate derivative
9
Yield curve
9
Zinsderivat
9
Zinsstruktur
9
Option pricing theory
6
Derivat
4
Derivative
4
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Affine LIBOR models
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Anleihe
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CAPM
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Combined Estimating Functions
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Credit derivative
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Diffusion Processes
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Finanzmathematik
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Forward price
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Fractional Vasicek Interest Rate Model
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Grbac, Zorana
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Hao, Ruili
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Krief, David
1
Liu, Yonghui
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Mwelu, Susan
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Ngare, Philip
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Ochiai, Natsumi
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Ohnishi, Masamitsu
1
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1
Paseka, Alex
1
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Journal of mathematical finance
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
3
The review of financial studies
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Berichte des Fraunhofer ITWM
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Bonn Econ Discussion Papers / BGSE
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Economic modelling
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Europäische Hochschulschriften / 5
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Finance research letters
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Financial markets and portfolio management
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Interest rate, term structure, and valuation modeling
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
4
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
5
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
6
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
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