//--> //--> //-->
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 financial economics"
~person:"Strømberg, Jacob"
~subject:"Liquidität"
~subject:"Zinsderivat"
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:"Finanzswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Liquidität
Zinsderivat
Caps volatilities
1
EU countries
1
EU-Staaten
1
Interest rate derivative
1
LIBOR market models
1
Option pricing theory
1
Optionspreistheorie
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Swaption cube
1
Time-changed Lévy process
1
Unscented Kalman filter
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Strømberg, Jacob
Aragon, George O.
1
Cenedese, Gino
1
Filipović, Damir
1
Leippold, Markus
1
Li, Lei
1
Minton, Bernadette A.
1
Qian, Jun
1
Ranaldo, Angelo
1
Subrahmanyam, Marti G.
1
Tang, Dragon Yongjun
1
Trolle, Anders B.
1
Vasios, Michalis
1
Wang, Sarah Qian
1
more ...
less ...
Published in...
All
Journal of financial economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->