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~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastic process"
~accessRights:"restricted"
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Stochastic process
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Journal of economic dynamics & control
International journal of theoretical and applied finance
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Finance and stochastics
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Journal of banking & finance
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Quantitative finance
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International journal of financial engineering
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied mathematical finance
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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Dynamic Modeling and Econometrics in Economics and Finance
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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IMA journal of management mathematics
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Indian economic review : official journal of Delhi School of Economics
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International journal of bonds and derivatives
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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:
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