//--> //--> //-->
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:"Finance Research Group Working Papers"
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:"Bond pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fractional bond pricing equation
2
Kalman filter
2
fractional Ornstein-Uhlenbeck process
2
long memory
2
Bond market with memory
1
Generalized Brownian motion
1
fractional Brownian motion
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
English
1
Undetermined
1
Author
All
Frederiksen, Per
1
Frederiksen, Per H.
1
Høg, Esben
1
Høg, Espen P.
1
Schiemert, Daniel
1
Institution
All
Ehrvervøkonomisk Institut, Institut for Økonomi
2
Published in...
All
Finance Research Group Working Papers
International review of economics & finance : IREF
4
MPRA Paper
4
Risks : open access journal
4
Discussion Papers / Department of Economics and Related Studies, University of York
3
Journal of financial markets
3
Asia-Pacific Financial Markets
2
Bank of Finland Research Discussion Papers
2
Cowles Foundation Discussion Papers
2
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
2
Finance research letters
2
HKIMR working paper
2
IES Working Paper
2
IES working paper
2
International journal of theoretical and applied finance
2
Journal of financial economics
2
Quantitative finance
2
Research Paper Series / Finance Discipline Group, Business School
2
Review of Derivatives Research
2
Risks
2
SSE/EFI Working Paper Series in Economics and Finance
2
Working Papers de Economia (Economics Working Papers)
2
2004 Meeting Papers
1
2006 Meeting Papers
1
ADB Economics Working Paper Series
1
ADB economics working paper series
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in accounting : a research annual
1
Annals of Finance
1
Annals of finance
1
Annals of financial economics
1
Applied Mathematical Finance
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Australian Journal of Management
1
CBN Journal of Applied Statistics
1
CBN journal of applied statistics
1
CFR Working Paper
1
Computing in Economics and Finance 2006
1
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the Generalized Brownian Motion and its Applications in Finance
Høg, Esben
;
Frederiksen, Per
;
Schiemert, Daniel
-
Ehrvervøkonomisk Institut, Institut for Økonomi
-
2008
multi factors. As a complement the paper shows an example of how to derive the implied
bond
pricing
parameters using the …
Persistent link: https://www.econbiz.de/10004991306
Saved in:
2
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Høg, Espen P.
;
Frederiksen, Per H.
-
Ehrvervøkonomisk Institut, Institut for Økonomi
-
2006
bond is recovered by solving a fractional version of the fundamental
bond
pricing
equation. Besides this theoretical …
Persistent link: https://www.econbiz.de/10005839423
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->