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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~subject:"Stochastic process"
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Search: subject_exact:"Zinsdifferenz"
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Stochastic process
Yield curve
42
Zinsstruktur
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Guo, Bin
2
Huang, Fuzhe
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Li, Kai
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Alfeus, Mesias
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Dai, Tian-Shyr
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Fan, Chen-Chiang
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Grasselli, Martino
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He, Xin-Jiang
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Journal of economic dynamics & control
The journal of futures markets
International journal of theoretical and applied finance
11
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6
Journal of banking & finance
6
Quantitative finance
6
International journal of financial engineering
5
International review of economics & finance : IREF
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Dynamic Modeling and Econometrics in Economics and Finance
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IMA journal of management mathematics
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Indian economic review : official journal of Delhi School of Economics
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1
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
2
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
5
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
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