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Search: subject:"Heath–Jarrow–Morton"
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Yield curve
34
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32
Option pricing theory
29
Optionspreistheorie
29
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22
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22
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20
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20
Heath-Jarrow-Morton
13
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11
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11
Heath-Jarrow-Morton framework
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10
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term structure of interest rates
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term structure
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Chiarella, Carl
18
Benth, Fred Espen
7
Krippner, Leo
6
Chen, Jun-Home
5
Lian, Yu-Min
5
Musti, Silvana
4
Bhar, Ram
3
Carmona, René
3
Fanelli, Viviana
3
Nadtochiy, Sergey
3
To, Thuy Duong
3
To, Thuy-Duong
3
Alm, Jonas
2
Chege Maina, Samuel
2
Detering, Nils
2
Henrard, Marc
2
Krühner, Paul
2
Lindskog, Filip
2
Maina, Samuel Chege
2
Mari, Carlo
2
Miltersen, K.
2
Nikitopoulos, Christina Sklibosios
2
Nikitopoulos-Sklibosios, Christina
2
Piccirilli, Marco
2
Renò, Roberto
2
Sondermann, D.
2
Tappe, Stefan
2
Vargiolu, Tiziano
2
Weber, Stefan
2
Wüthrich, Mario V.
2
Aka, Timur
1
Amin, Kaushik I.
1
Ağca, Senay
1
Baaquie, Belal E.
1
Bhar, Ramaprasad
1
Brzeźniak, Zdzisław
1
Buehler, Hans
1
CARMONA, RENÉ
1
CHIARELLA, CARL
1
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1
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3
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2
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1
Eric Cuvillier <Firma>
1
Royal Economic Society - RES
1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Research Paper Series / Finance Discipline Group, Business School
7
Finance and Stochastics
6
Finance and stochastics
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Applied Mathematical Finance
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Finance
3
Finance research letters
3
Working Papers in Economics
3
Discussion Paper Serie B
2
Energy economics
2
International review of economics & finance : IREF
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
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1
Astin bulletin : the journal of the International Actuarial Association
1
Computing in Economics and Finance 2002
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric Society 2004 Australasian Meetings
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
MPRA Paper
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Quaderni del Dipartimento di Economia Politica / Università degli Studi di Siena
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research
1
Review of quantitative finance and accounting
1
Risks
1
Risks : open access journal
1
Royal Economic Society Annual Conference 2003
1
Swiss Finance Institute Research Paper
1
The journal of energy markets
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The review of financial studies
1
Working Paper Series / Finance Discipline Group, Business School
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ECONIS (ZBW)
44
RePEc
36
EconStor
1
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1
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10
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81
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1
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
2
Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582767
Saved in:
3
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
4
An infinite-dimensional affine stochastic volatility model
Cox, Sonja
;
Karbach, Sven
;
Khedher, Asma
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 878-906
Persistent link: https://www.econbiz.de/10013331066
Saved in:
5
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
6
Accuracy of deep learning in calibrating HJM forward curves
Benth, Fred Espen
;
Detering, Nils
;
Lavagnini, Silvia
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
3/4
,
pp. 209-248
Persistent link: https://www.econbiz.de/10012697962
Saved in:
7
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
8
A structural model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
-
2016
Persistent link: https://www.econbiz.de/10011686556
Saved in:
9
A note on real-world and risk-neutral dynamics for
Heath-Jarrow-Morton
frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
10
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
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