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~isPartOf:"Applied financial economics"
~isPartOf:"Finance and stochastics"
~subject:"Zins"
~type_genre:"Article in journal"
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Search: subject_exact:"Contingent-claims approach"
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Zins
Option pricing theory
257
Optionspreistheorie
257
Theorie
116
Theory
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Stochastic process
89
Stochastischer Prozess
89
Volatility
52
Volatilität
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36
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32
Martingale
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Black-Scholes model
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Mathematical programming
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Mathematische Optimierung
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Search theory
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Interest rate derivative
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Sorwar, Ghulam
3
Jiao, Ying
1
Lesne, Jean-Philippe
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Ma, Chunhua
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Nowman, Kalid Ben
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Prigent, Jean-Luc
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Scaillet, Olivier
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Applied financial economics
Finance and stochastics
Insurance / Mathematics & economics
14
International journal of theoretical and applied finance
13
Quantitative finance
9
The journal of computational finance
9
Journal of banking & finance
7
The journal of real estate finance and economics
7
Applied mathematical finance
5
Journal of mathematical finance
5
Review of derivatives research
5
The journal of futures markets
5
International journal of financial engineering
4
Review of quantitative finance and accounting
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Risks : open access journal
4
Applied economics
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Asia-Pacific financial markets
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Economic modelling
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Finance research letters
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
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Risk and decision analysis
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The North American journal of economics and finance : a journal of financial economics studies
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ASTIN bulletin : the journal of the International Actuarial Association
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Advances in quantitative analysis of finance and accounting : a research annual
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Asia-Pacific journal of financial studies
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Computational economics
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Operations research letters
2
The journal of finance : the journal of the American Finance Association
2
Advances in Pacific Basin financial markets
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Advances in international banking and finance
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Algorithmic finance
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ECONIS (ZBW)
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1
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Saved in:
2
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
3
Implied derivative security prices based two-factor interest model : a UK application
Sorwar, Ghulam
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 739-744
Persistent link: https://www.econbiz.de/10002955246
Saved in:
4
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
Saved in:
5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
6
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
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