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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Germany"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Stochastic process
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International journal of theoretical and applied finance
Applied mathematical finance
6
Finance and stochastics
6
Die Bank
5
Journal of banking & finance
5
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5
European journal of operational research : EJOR
3
International journal of financial engineering
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
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The North American journal of economics and finance : a journal of financial economics studies
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1
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:
2
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:
3
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:
4
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:
5
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
6
CMS, CMS spreads and similar options in the multi-factor HJM framework
Hanton, Pierre
;
Henrard, Marc
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009685893
Saved in:
7
Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
Saved in:
8
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
9
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
Saved in:
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