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~isPartOf:"Journal of economic dynamics & control"
~subject:"Martingale"
~subject:"Stochastic process"
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Search: subject_exact:"Zinsdifferenz"
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Martingale
Stochastic process
Yield curve
118
Zinsstruktur
118
Theorie
76
Theory
76
Stochastischer Prozess
27
Option pricing theory
22
Optionspreistheorie
22
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18
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Fontana, Claudio
3
Eberlein, Ernst
2
Filipović, Damir
2
Gnoatto, Alessandro
2
Grasselli, Martino
2
Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Aase Nielsen, Jørgen
1
Alfeus, Mesias
1
Arrouy, Pierre-Edouard
1
Babbs, Simon H.
1
Boumezoued, Alexandre
1
Buchardt, Kristian
1
Budhi Arta Surya
1
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1
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1
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1
De Donno, Marzia
1
Elliott, Robert J.
1
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1
Grbac, Zorana
1
Gümbel, Sandrine
1
Heath, David
1
Hoek, John van der
1
Jacod, Jean
1
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1
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1
Ku, Hyejin
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Linetsky, Vadim
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Ma, Chunhua
1
Marinacci, Massimo
1
Mehalla, Sophian
1
Musiela, Marek
1
Nielsen, Søren S.
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Finance and stochastics
Journal of economic dynamics & control
International journal of theoretical and applied finance
26
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The review of financial studies
12
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Economic modelling
9
Insurance / Mathematics & economics
9
European journal of operational research : EJOR
6
HWWA discussion paper
6
Quantitative finance
6
Risks : open access journal
6
The journal of futures markets
6
CREATES research paper
5
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
The European journal of finance
5
Journal of econometrics
4
Journal of financial economics
4
NBER Working Paper
4
NBER working paper series
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Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
4
SSE EFI working paper series in economics and finance
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SpringerLink / Bücher
4
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Annals of finance
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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Discussion paper / Tinbergen Institute
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Discussion papers in economics
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Finance research letters
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Interest rate modelling after the financial crisis
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Journal of empirical finance
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ECONIS (ZBW)
31
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1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
5
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
6
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
7
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
8
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
9
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
10
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
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