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~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastic process"
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Search: subject_exact:"Zinsdifferenz"
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Stochastic process
Yield curve
63
Zinsstruktur
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Theorie
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17
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Grasselli, Martino
2
Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Alfeus, Mesias
1
Da Foncesca, José
1
Gnoatto, Alessandro
1
Jagannathan, Raj
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Journal of economic dynamics & control
International journal of theoretical and applied finance
26
Finance and stochastics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied mathematical finance
11
The review of financial studies
11
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
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Risks : open access journal
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European journal of operational research : EJOR
5
International journal of financial engineering
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International review of economics & finance : IREF
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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Journal of financial economics
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NBER Working Paper
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NBER working paper series
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SSE EFI working paper series in economics and finance
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SpringerLink / Bücher
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The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Annals of finance
3
Asia-Pacific journal of financial studies
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Discussion paper / Tinbergen Institute
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Discussion papers in economics
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Finance research letters
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Interest rate modelling after the financial crisis
3
Journal of econometrics
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Journal of empirical finance
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1
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
4
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:
5
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:
6
Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
Saved in:
7
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
8
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Saved in:
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