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isPartOf:"The review of financial studies"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Ahn, Dong-Hyun
1
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The review of financial studies
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
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Economic modelling
9
Insurance / Mathematics & economics
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Journal of economic dynamics & control
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HWWA discussion paper
6
Quantitative finance
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Risks : open access journal
6
The journal of futures markets
6
CREATES research paper
5
European journal of operational research : EJOR
5
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
5
Journal of financial economics
4
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
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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
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Journal of econometrics
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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Long forward probabilities, recovery, and the term structure of bond risk premiums
Qin, Likuan
;
Linetsky, Vadim
;
Nie, Yutian
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4863-4883
Persistent link: https://www.econbiz.de/10012005231
Saved in:
2
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
3
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
Saved in:
4
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
5
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
6
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Saved in:
7
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
8
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
9
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
10
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
Saved in:
11
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
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