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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Arbitrage"
~subject:"Portfolio selection"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Arbitrage
Portfolio selection
Yield curve
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61
Option pricing theory
33
Optionspreistheorie
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Jarrow, Robert A.
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Lando, David
1
Madan, Dilip B.
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Monfort, Alain
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
16
NBER working paper series
13
International journal of theoretical and applied finance
8
The journal of fixed income
8
Europäische Hochschulschriften / 5
7
Journal of financial economics
7
NBER Working Paper
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Finance : revue de l'Association Française de Finance
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Financial markets and portfolio management
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International review of financial analysis
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
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1
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
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2
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
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3
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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4
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
5
Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
Saved in:
6
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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