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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
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Yield curve
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Aquilina, J.
1
Dermody, Jaime C.
1
Eberlein, Ernst
1
Goldstein, Robert
1
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Nunes, Joaõ Pedro Vidal
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Rockafellar, Ralph Tyrrell
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The journal of fixed income
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
The journal of finance : the journal of the American Finance Association
9
Discussion paper / B
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
Review of finance : journal of the European Finance Association
7
Applied mathematical finance
6
Finance and stochastics
6
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
CREATES research paper
5
Finance research letters
5
International review of financial analysis
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
International journal of financial engineering
4
International review of economics & finance : IREF
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
4
Staff working papers / Bank of England
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Swiss Finance Institute Research Paper
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working papers series / Federal Reserve Bank of San Francisco
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1
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
2
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
3
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
4
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
5
Term structure models driven by general Lévy processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10001363481
Saved in:
6
General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
Saved in:
7
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
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