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subject:"Optionspreistheorie"
~subject:"Option pricing theory"
~isPartOf:"Annals of finance"
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Optionspreistheorie
Option pricing theory
Yield curve
12
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Capital structure
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Kapitalstruktur
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1973-1993
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Affine short-rate
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Elliott, Robert J.
2
Levendorskij, Sergej Z.
1
Lorig, Matthew
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Nishide, Katsumasa
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Shen, Jia
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Suaysom, Natchanon
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Annals of finance
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Quantitative finance
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The journal of fixed income
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The journal of futures markets
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International journal of financial engineering
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Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
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Asia-Pacific financial markets
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Finance research letters
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Insurance / Mathematics & economics
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Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SpringerLink / Bücher
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European journal of operational research : EJOR
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of financial economics
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Série de trabalhos para discussão
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
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Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
3
Pricing of discount bonds with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
- In:
Annals of finance
10
(
2014
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10010399761
Saved in:
4
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
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