//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Papapantoleon, Antonis"
~person:"Takahashi, Akihiko"
~subject:"Optionspreistheorie"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Interest rate derivative
2
Option pricing theory
2
Stochastic process
2
Stochastischer Prozess
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
LIBOR rate models
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
affine processes
1
analytically tractable models
1
forward price models
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Papapantoleon, Antonis
Takahashi, Akihiko
Eberlein, Ernst
1
Grbac, Zorana
1
Heston, Steven L.
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Kunitomo, Naoto
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Teichmann, Josef
1
Zhou, Guofu
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
CREATES research paper
1
International journal of financial engineering
1
Mathematics and financial economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
2
The asymptotic expansion approach to the valuation of interest rate contingent claims
Kunitomo, Naoto
;
Takahashi, Akihiko
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 117-151
Persistent link: https://www.econbiz.de/10001650922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->