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~isPartOf:"Journal of economic dynamics & control"
~subject:"Option pricing theory"
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Option pricing theory
Yield curve
63
Zinsstruktur
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Theorie
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Geldpolitik
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Monetary policy
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USA
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United States
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Beveridge, Christopher
1
Da Foncesca, José
1
Das, Sanjiv R.
1
Gnoatto, Alessandro
1
Grasselli, Martino
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Journal of economic dynamics & control
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
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
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The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
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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 series / Swiss Finance Institute
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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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Working paper
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Annals of finance
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Annals of financial economics
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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
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Advances in futures and options research : a research annual
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1
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
2
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
3
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
4
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
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