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Yield curve
29
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Option pricing theory
24
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The journal of computational finance
Journal of banking & finance
229
The journal of fixed income
140
Journal of international money and finance
136
FRBSF Economic Letter
125
Journal of financial economics
117
International journal of theoretical and applied finance
112
Applied economics
101
Journal of money, credit and banking : JMCB
99
Economics letters
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Finance research letters
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International review of economics & finance : IREF
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The review of financial studies
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Economic Review
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Economic modelling
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77
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Journal of empirical finance
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Applied financial economics
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Applied economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Journal of international financial markets, institutions & money
67
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
61
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
60
Journal of econometrics
52
Applied mathematical finance
51
Finance and stochastics
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
The European journal of finance
50
International journal of finance & economics : IJFE
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of international economics
39
Journal of macroeconomics
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Asia-Pacific financial markets
37
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Dynamic refinement of the term structure: time-homogeneous term structure modeling
Fries, Christian
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012421963
Saved in:
2
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
3
Yield curve fitting with artificial intelligence : a comparison of standard fitting methods with artificial intelligence algorithms
Posthaus, Achim
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012042221
Saved in:
4
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
5
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
6
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
7
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
8
Smile with the Gaussian term structure model
Ahdida, Abdelkoddousse
;
Alfonsi, Aurélien
;
Palidda, Ernesto
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 115-157
Persistent link: https://www.econbiz.de/10011691616
Saved in:
9
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
10
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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