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~isPartOf:"Applied financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~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
294
Optionspreistheorie
294
Theorie
195
Theory
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Volatility
72
Volatilität
72
Stochastic process
71
Stochastischer Prozess
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Option trading
46
Optionsgeschäft
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39
Yield curve
35
Zinsstruktur
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Derivat
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Derivative
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Incomplete market
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Sorwar, Ghulam
3
Bojarčenko, Svetlana I.
1
El Karoui, Nicole
1
Levendorskij, Sergej Z.
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Nowman, Kalid Ben
1
Ravanelli, Claudia
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Applied financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
4
Risks : open access journal
4
Applied economics
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Asia-Pacific financial markets
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Economic modelling
3
Finance research letters
3
Journal of econometrics
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Advances in quantitative analysis of finance and accounting : a research annual
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Asia-Pacific journal of financial studies
2
Computational economics
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Decisions in economics and finance : a journal of applied mathematics
2
European journal of operational research : EJOR
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Finance and stochastics
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
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)
7
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1
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
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
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
4
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:
5
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:
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:
7
The relationship between risk and maturity in a stochastic setting
Zipkin, Paul Herbert
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001185150
Saved in:
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