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Percolation games
Garnier, Guillaume
;
Ziliotto, Bruno
- In:
Mathematics of operations research
48
(
2023
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4
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pp. 2156-2166
Persistent link: https://www.econbiz.de/10014437820
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Empirical analysis of the US swap curve
Gough, O.
;
Juneja, J. A.
;
Nowman, K. B.
;
Dellen, S. van
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 985-994
Persistent link: https://www.econbiz.de/10010362320
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Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
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2006
Persistent link: https://www.econbiz.de/10003401861
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Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
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On preemption in discrete and continuous time
Steg, Jan-Henrik
- In:
Dynamic games and applications : DGA
8
(
2018
)
4
,
pp. 918-938
Persistent link: https://www.econbiz.de/10012101155
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6
Methods for estimating discrete-time stochastic volatility models
Liu, Xiaobin
- In:
Financial econometrics : theory and applications
,
(pp. 271-305)
.
2025
Persistent link: https://www.econbiz.de/10015426500
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