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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Springer Finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Interest rate
17
Zins
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Finanzmathematik
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12
Theorie
12
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12
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11
Yield curve
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Optionsgeschäft
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Shu, Huisheng
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Thaaneswaran, Aerambamoorthy
1
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Journal of mathematical finance
Springer Finance
Insurance / Mathematics & economics
27
The journal of computational finance
20
International journal of theoretical and applied finance
16
Universitext
12
Quantitative finance
11
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9
Finance and stochastics
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International journal of financial engineering
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Chapman & Hall/CRC financial mathematics series
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Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
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Review of derivatives research
5
Review of quantitative finance and accounting
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European journal of operational research : EJOR
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ECONIS (ZBW)
11
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1
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
2
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
3
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
4
On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun
;
Oban, Volkan
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 934-940
Persistent link: https://www.econbiz.de/10011859946
Saved in:
5
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
Saved in:
6
Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
Saved in:
7
European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Pinkham, Sarisa
;
Pairote Sattayatham
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
Saved in:
8
Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Cesari, Giovanni
;
Aquilina, John
;
Charpillon, Niels
; …
-
2010
-
Softcover reprint of the hardcover 1st edition 2010
Persistent link: https://www.econbiz.de/10009512019
Saved in:
9
Implementing models in quantitative finance : methods and cases
Fusai, Gianluca
;
Roncoroni, Andrea
-
2008
Persistent link: https://www.econbiz.de/10003298342
Saved in:
10
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
1
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