//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Chen, Carl R."
~subject:"Volatilität"
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:"Interest rates"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Interest rate
1
Interest rate derivative
1
Jump risks
1
LIBOR market model
1
Option pricing theory
1
Optionspreistheorie
1
Range Accrual Interest Rate Swap (RAIRS)
1
Stochastic model in continuous time
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Volatility
1
Yield curve
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
interest rate
1
more ...
less ...
Online availability
All
Undetermined
1
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
Chen, Carl R.
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Collin-Dufresne, Pierre
2
Creal, Drew
2
Goldstein, Robert S.
2
Gupta, Rangan
2
Schwartz, Eduardo S.
2
Trolle, Anders B.
2
Wohar, Mark E.
2
Wu, Jing Cynthia
2
Balcilar, Mehmet
1
Belo, Frederico
1
Boudoukh, Jacob
1
Chau, Po-Hon
1
Christiansen, Charlotte
1
Dai, Qiang
1
Deng, Dongya
1
Engle, Robert F.
1
Gallmeyer, Michael F.
1
Giglio, Stefano
1
Hollifield, Burton
1
Hui, Cho H.
1
Jones, Christopher S.
1
Kelly, Bryan T.
1
Lai, Yongzeng
1
Lin, Shih-kuei
1
Lo, Chi-Fai
1
Ma, Jingtang
1
Makin, John H.
1
Nautz, Dieter
1
Ng, Victor K.
1
Offermanns, Christian J.
1
Palomino, Francisco
1
Pesando, James E.
1
Richardson, Matthew
1
Risse, Marian
1
Singleton, Kenneth J.
1
Stanton, Richard
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->