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:"Applied mathematical finance"
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
A discrete-time approach to ev...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
HJM models
1
Interest rate derivative
1
Option pricing theory
1
Optionspreistheorie
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
discrete-time models
1
humped volatility
1
interest rate options
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Costabile, Massimo
2
Russo, Emilio
2
Massab, Ivar
1
Massabo, Ivar
1
Published in...
All
Applied mathematical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International journal of financial markets and derivatives
3
Review of quantitative finance and accounting
3
Decisions in economics and finance : a journal of applied mathematics
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
Review of Quantitative Finance and Accounting
2
Risks
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied Mathematical Finance
1
Computational management science
1
IMA journal of management mathematics
1
Insurance: Mathematics and Economics
1
International Journal of Financial Markets and Derivatives
1
International journal of theoretical and applied finance
1
Review of Derivatives Research
1
Review of derivatives research
1
Risks : open access journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Path-Independent Humped Volatility Model for Option Pricing
Costabile, Massimo
;
Massab, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010140084
Saved in:
2
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
