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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Estimation theory
Stochastischer Prozess
Theory
Yield curve
111
Zinsstruktur
111
Theorie
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
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Rebonato, Riccardo
4
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International journal of theoretical and applied finance
NBER working paper series
103
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
88
Journal of banking & finance
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of fixed income
65
Journal of financial economics
57
Finance and stochastics
45
The review of financial studies
45
Working paper
44
Journal of economic dynamics & control
43
Discussion paper / Centre for Economic Policy Research
41
The journal of finance : the journal of the American Finance Association
41
Economics letters
40
Journal of money, credit and banking : JMCB
39
Finance and economics discussion series
35
Journal of empirical finance
35
Applied mathematical finance
33
Journal of financial and quantitative analysis : JFQA
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Working paper series / European Central Bank
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Journal of international money and finance
30
Journal of econometrics
29
Journal of monetary economics
27
Discussion paper
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Finance research letters
25
International review of economics & finance : IREF
25
Working papers series / Federal Reserve Bank of San Francisco
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Discussion papers / CEPR
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Staff reports / Federal Reserve Bank of New York
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The European journal of finance
21
CREATES research paper
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Economic modelling
20
Insurance / Mathematics & economics
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Asia-Pacific financial markets
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CESifo working papers
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ECONIS (ZBW)
74
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1
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
2
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:
3
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
4
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
10
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
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