//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~person:"Cherif, Sidi Mohamed Lalaoui Ben"
~person:"Chiu, Chun-Yuan"
~person:"Grbac, Zorana"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Term structure model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zinsstruktur
3
Stochastic process
2
Stochastischer Prozess
2
CAPM
1
Credit risk
1
Derivat
1
Derivative
1
Exponential semimartingale
1
Greece
1
Greeks and sensitivity analysis
1
Griechenland
1
Kreditrisiko
1
Libor model
1
Lévy LIBOR model
1
Lévy processes
1
Malliavin calculus
1
Martingal
1
Martingale
1
Modellierung
1
Scientific modelling
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
affine processes
1
fast Fourier transform
1
martingale property
1
semimartingale asset price model
1
time-inhomogeneous Lévy processes
1
uniform integrability
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Cherif, Sidi Mohamed Lalaoui Ben
Chiu, Chun-Yuan
Grbac, Zorana
Chen, Xinfu
2
Eberlein, Ernst
2
Hagan, Patrick S.
2
Rutkowski, Marek
2
Aase Nielsen, Jørgen
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Armerin, Fredrik
1
Aǧca, Şenay
1
Bacinello, Anna Rita
1
Baldeaux, Jan
1
Barone-Adesi, Giovanni
1
Bermin, Hans-Peter
1
Björk, Tomas
1
Bouchaud, Jean-Philippe
1
Bowsher, Clive G.
1
Boyle, Phelim P.
1
Börger, Reik H.
1
Chance, Don M.
1
Chung, San-lin
1
Cohen, Samuel N.
1
Costabile, Massimo
1
Criens, David
1
D'Amico, Guglielmo
1
Deelstra, Griselda
1
Eddahbi, M'hamed
1
Ekström, Erik
1
Elhouar, Mikael
1
Fouque, Jean-Pierre
1
Fung, Man Chung
1
Gerhart, Christoph
1
Glau, Kathrin
1
Grzelak, Lech A.
1
Heys, Jan van
1
Hoencamp, J. H.
1
Huang, Ting Ting
1
Ignatieva, Ekaterina
1
more ...
less ...
Published in...
All
Applied mathematical finance
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Mathematics and financial economics
2
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics
1
SpringerBriefs in quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
2
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
3
Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->