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Zinsstruktur
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14
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affine term structure model
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Au, Kelly T.
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Stucchi, Patrizia
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Sun, Bruce Qiang
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Applied mathematical finance
Journal of banking & finance
39
The journal of fixed income
36
Finance research letters
26
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
22
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of financial economics
17
The review of financial studies
16
International review of economics & finance : IREF
14
International journal of theoretical and applied finance
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Insurance / Mathematics & economics
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Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
9
Economic modelling
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Economics letters
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The handbook of fixed income securities
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Wiley finance series
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CREATES research paper
8
Finance and economics discussion series
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Gabler Edition Wissenschaft
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International review of financial analysis
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Advances in futures and options research : a research annual
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Emerging markets, finance and trade : EMFT
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
2
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
3
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
4
Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
Saved in:
5
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
Saved in:
6
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
Saved in:
7
Pricing of multi-defaultable bonds with a two-correlated-factor Hull-White model
Tchuindjo, Léonard
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003542937
Saved in:
8
Using utility functions to model risky bonds
Goard, Joanna
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 261-289
Persistent link: https://www.econbiz.de/10003543033
Saved in:
9
The pricing of risky coupon bonds
Choong, Lilly
;
McKenzie, George
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
Saved in:
10
Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T.
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
Saved in:
11
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
Saved in:
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