//--> //--> //-->
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:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"CAPM"
~subject:"Einheitswurzeltest"
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:"Vasicek model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Einheitswurzeltest
Mean Reversion
10
Mean reversion
10
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Börsenkurs
2
Capital income
2
Derivat
2
Derivative
2
Hedging
2
Kapitaleinkommen
2
Option trading
2
Optionsgeschäft
2
Share price
2
Transaction costs
2
Transaktionskosten
2
Vasicek model
2
Yield curve
2
Zinsstruktur
2
1994-2001
1
Anlageverhalten
1
Anleihe
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Descartes system
1
Dividend
1
Dividende
1
Electricity
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Brody, Dorje C.
1
Hughston, Lane P.
1
Meier, David M.
1
Published in...
All
International journal of theoretical and applied finance
Applied economics
5
CESifo working papers
3
Economic modelling
3
International review of economics & finance : IREF
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Bank- und finanzwirtschaftliche Forschungen
1
CREATES research paper
1
Carleton economic papers
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Discussion paper / Centre for Economic Policy Research
1
ERIM Report Series Reference
1
Economics letters
1
European economic review : EER
1
Finance and stochastics
1
Global business & economics review
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of financial engineering
1
Iranian economic review : journal of University of Tehran
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business economics : JBE
1
Journal of commodity markets
1
Journal of development alternatives and area studies
1
Journal of economic studies
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Latin American business review
1
Mathematical methods of operations research
1
Review of Pacific Basin financial markets and policies
1
Review of accounting & finance
1
Risk management in commodity markets : from shipping to agricuturals and energy
1
Swiss journal of economics and statistics
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->