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subject:"Optionspreistheorie"
~isPartOf:"Annals of finance"
~subject:"Arbitrage pricing"
~subject:"Option pricing theory"
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Optionspreistheorie
Arbitrage pricing
Option pricing theory
Yield curve
12
Zinsstruktur
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Theorie
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Capital structure
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Estimation
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Affine short-rate
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Allgemeines Gleichgewicht
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Backward stochastic differential equation
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Elliott, Robert J.
2
Aase Nielsen, Jørgen
1
Levendorskij, Sergej Z.
1
Lorig, Matthew
1
Miltersen, Kristian R.
1
Nishide, Katsumasa
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Sandmann, Klaus
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Annals of finance
International journal of theoretical and applied finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
24
The journal of computational finance
23
Finance and stochastics
22
Applied mathematical finance
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Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
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The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
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Asia-Pacific financial markets
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Finance research letters
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The review of financial studies
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European journal of operational research : EJOR
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Annals of financial economics
4
Finance and economics discussion series
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Journal of economic dynamics & control
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Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
3
Pricing of discount bonds with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
- In:
Annals of finance
10
(
2014
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10010399761
Saved in:
4
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
5
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
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