Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Discretely sampled variance an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Affine LIBOR models
1
Arbitrage Pricing
1
Arbitrage pricing
1
Derivat
1
Derivative
1
Forward price
1
Interest rate derivative
1
LIBOR
1
LIBOR market models
1
Lévy forward price models
1
Martingal
1
Martingale
1
Option pricing theory
1
Optionspreistheorie
1
Semimartingales
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Glau, Kathrin
1
Grbac, Zorana
1
Papapantoleon, Antonis
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Finance and Stochastics
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International journal of theoretical and applied finance
7
Journal of econometrics
6
Economics Series Working Papers / Department of Economics, Oxford University
5
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
The journal of computational finance
4
Applied Mathematical Finance
3
Finance and stochastics
3
MPRA Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Review of Derivatives Research
3
Annals of Finance
2
Discussion Paper Serie B
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
Research Paper Series / Finance Discipline Group, Business School
2
Staff reports / Federal Reserve Bank of New York
2
Statistics and Econometrics Working Papers
2
Stochastic Processes and their Applications
2
Annals of finance
1
Annals of the Institute of Statistical Mathematics
1
Application of operations research to financial markets
1
Applied mathematical finance
1
CREATES Research Papers
1
Computational Statistics
1
Computational economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial innovation : FIN
1
International journal of financial engineering
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of Economic Dynamics and Control
1
Journal of financial and quantitative analysis : JFQA
1
LSE Research Online Documents on Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
