//--> //--> //-->
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:"Finance and stochastics"
~person:"Fontana, Claudio"
~subject:"Zinsstruktur"
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_exact:"Martingale"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Martingal
4
Martingale
4
Arbitrage
2
HJM model
2
Option pricing theory
2
Optionspreistheorie
2
Semimartingale
2
Theorie
2
Theory
2
Yield curve
2
Affine process
1
Affine processes
1
Arbitrage Pricing
1
Arbitrage pricing
1
Capital income
1
Derivat
1
Derivative
1
Enlargement of filtration
1
Financial market
1
Finanzmarkt
1
Forward rate agreement
1
Free lunch with vanishing risk
1
Honest time
1
Indifference price
1
Information value
1
Informationswert
1
Interest rate derivative
1
Kapitaleinkommen
1
Large financial market
1
Libor rate
1
Local martingale deflator
1
Martingale representation
1
Multiple yield curves
1
Multiplicative spreads
1
NAFLVR
1
Progressive enlargement of filtrations
1
Stochastic process
1
Stochastischer Prozess
1
Value of information
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fontana, Claudio
Cuchiero, Christa
1
Eberlein, Ernst
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Gümbel, Sandrine
1
Heath, David
1
Jacod, Jean
1
Jakubowski, Jacek
1
Ku, Hyejin
1
Marinacci, Massimo
1
Raible, Sebastian
1
Schmidt, Thorsten
1
Severino, Federico
1
Zabczyk, Jerzy
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->