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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Term+structure+of+interest+rates"
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Stochastischer Prozess
Yield curve
187
Zinsstruktur
187
Theorie
91
Theory
91
Option pricing theory
47
Optionspreistheorie
47
USA
47
United States
46
Interest rate derivative
36
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36
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30
Derivat
27
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27
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Schätzung
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Biagini, Francesca
2
Collin-Dufresne, Pierre
2
Goldstein, Robert S.
2
Macrina, Andrea
2
Schmidt, Thorsten
2
Akahori, Jirô
1
Avellaneda, Marco
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gümbel, Sandrine
1
Hainaut, Donatien
1
Han, Xixuan
1
Hanton, Pierre
1
Henrard, Marc
1
Hess, Markus
1
Horsky, Roman
1
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1
Itkin, A.
1
Kainth, Dherminder
1
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1
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1
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1
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1
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1
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1
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1
Meyer-Brandis, Thilo
1
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1
Ng, Leslie
1
Nikitopoulos, Christina Sklibosios
1
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International journal of theoretical and applied finance
The journal of finance : the journal of the American Finance Association
Finance and stochastics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied mathematical finance
11
The review of financial studies
11
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
Journal of economic dynamics & control
8
HWWA discussion paper
6
Quantitative finance
6
Risks : open access journal
6
The journal of futures markets
6
CREATES research paper
5
European journal of operational research : EJOR
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 financial economics
4
NBER Working Paper
4
NBER working paper series
4
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
4
SSE EFI working paper series in economics and finance
4
SpringerLink / Bücher
4
The journal of fixed income
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Annals of finance
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Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
Discussion papers in economics
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Finance research letters
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Interest rate modelling after the financial crisis
3
Journal of econometrics
3
Journal of empirical finance
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
30
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
3
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
4
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
5
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
6
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
7
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
10
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
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