//--> //--> //-->
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:"Journal of economic dynamics & control"
~person:"Da Foncesca, José"
~subject:"Fast Fourier transform"
~type_genre:"Aufsatz in Zeitschrift"
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:"Zinsdifferenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Fast Fourier transform
Affine processes
1
Caps
1
Floors
1
Interest rate derivative
1
Libor market model
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swaptions
1
Volatility
1
Volatilität
1
Wishart process
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
1
Language
All
English
1
Author
All
Da Foncesca, José
Gnoatto, Alessandro
1
Grasselli, Martino
1
Published in...
All
Journal of economic dynamics & control
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->