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~isPartOf:"Journal of economic dynamics & control"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Optionspreistheorie
Interest rate derivative
7
Zinsderivat
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Theorie
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Yield curve
3
Zinsstruktur
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Option pricing theory
2
Stochastic process
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Stochastischer Prozess
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Derivat
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Fast Fourier transform
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Libor market model
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Liquidity risk
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Regelbindung versus Diskretion
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Da Foncesca, José
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Das, Sanjiv R.
1
Gnoatto, Alessandro
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Grasselli, Martino
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Journal of economic dynamics & control
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
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Risks : open access journal
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The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
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Journal of financial economics
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The journal of fixed income
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The review of financial studies
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Economic modelling
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Finance research letters
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Financial markets and portfolio management
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Gabler Edition Wissenschaft
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International Journal of Financial Markets and Derivatives : IJFMD
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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Journal of investment management : JOIM
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Review of futures markets
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of business : B
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The journal of finance : the journal of the American Finance Association
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Advances in investment analysis and portfolio management : a research annual
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Algorithmic finance
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Annual review of financial economics
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Applied financial economics letters
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Bank i kredyt
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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:
2
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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