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~isPartOf:"European journal of operational research : EJOR"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Zinsstruktur
Interest rate derivative
6
Zinsderivat
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Option pricing theory
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Optionspreistheorie
4
Yield curve
4
Finance
3
Stochastic process
3
Stochastischer Prozess
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Derivat
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Derivative
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Kreditrisiko
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Swap
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Volatilität
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Dynamische Wirtschaftstheorie
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GARCH
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Gaussian dynamic term structure Models
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Article in journal
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English
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Fanelli, Viviana
2
Chen, Homing
1
Hu, Cheng-feng
1
Li, Haitao
1
Ye, Xiaoxia
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Yu, Fan
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European journal of operational research : EJOR
International journal of theoretical and applied finance
26
The journal of computational finance
14
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of futures markets
12
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Finance and stochastics
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
International review of financial analysis
6
Review of derivatives research
6
Advances in futures and options research : a research annual
5
Risks : open access journal
5
Economics letters
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Annual review of financial economics
3
Applied economics
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Applied financial economics letters
3
Asia-Pacific financial markets
3
Journal of economic dynamics & control
3
Research in finance
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Advances in Pacific Basin financial markets
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
European financial management : the journal of the European Financial Management Association
2
Financial engineering and the Japanese markets
2
Financial markets and portfolio management
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic issues
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ECONIS (ZBW)
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1
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
Saved in:
3
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
4
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing
;
Hu, Cheng-feng
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
Saved in:
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