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~isPartOf:"European journal of operational research : EJOR"
~subject:"Risikoprämie"
~subject:"Staatspapier"
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Risikoprämie
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Interest rate derivative
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European journal of operational research : EJOR
The journal of futures markets
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Journal of international financial markets, institutions & money
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Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
2
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
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