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Yield curve
Stochastischer Prozess
19,526
Stochastic process
19,079
Optionspreistheorie
15,600
Option pricing theory
15,140
Theorie
13,879
Theory
13,550
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6,452
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6,346
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4,081
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4,063
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3,053
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2,827
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1,982
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1,974
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1,957
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1,853
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1,838
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1,573
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1,530
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1,529
Börsenkurs
1,464
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1,444
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1,437
Share price
1,425
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1,386
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1,306
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1,303
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German
34
French
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Schlögl, Erik
18
Joshi, Mark S.
16
Chiarella, Carl
15
Schoenmakers, John
14
Filipović, Damir
13
Nikitopoulos, Christina Sklibosios
12
Grbac, Zorana
11
Chen, Son-nan
10
Fabozzi, Frank J.
10
Platen, Eckhard
10
Elliott, Robert J.
9
Realdon, Marco
9
Sandmann, Klaus
9
Schmidt, Thorsten
9
Wilfling, Bernd
9
Almeida, Caio
8
Culp, Christopher L.
8
Eberlein, Ernst
8
Grasselli, Martino
8
Mercurio, Fabio
8
Nozawa, Yoshio
8
Takahashi, Akihiko
8
Veronesi, Pietro
8
Wilhelm, Jochen
8
Cúrdia, Vasco
7
Das, Sanjiv R.
7
Fanelli, Viviana
7
Fontana, Claudio
7
Gnoatto, Alessandro
7
Linetsky, Vadim
7
Rebonato, Riccardo
7
Schwartz, Eduardo S.
7
White, Alan
7
Woodford, Michael
7
Backwell, Alex
6
Benth, Fred Espen
6
Beveridge, Christopher
6
Levendorskij, Sergej Z.
6
Lin, Shih-kuei
6
Monfort, Alain
6
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National Bureau of Economic Research
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3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Ekonomiska forskningsinstitutet <Stockholm>
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
European Stability Mechanism
1
Federal Reserve Bank of St. Louis
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Finance <2011, Kyōto>
1
Judge Institute of Management Studies
1
Queen Mary College / Department of Economics
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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International journal of theoretical and applied finance
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Finance and stochastics
31
Applied mathematical finance
27
The journal of computational finance
27
Quantitative finance
26
Journal of banking & finance
24
Review of derivatives research
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of fixed income
19
Risks : open access journal
18
Journal of mathematical finance
17
The journal of futures markets
17
The review of financial studies
16
International journal of financial engineering
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
12
Finance research letters
11
Journal of financial economics
11
The European journal of finance
10
The journal of finance : the journal of the American Finance Association
10
European journal of operational research : EJOR
9
Journal of empirical finance
9
Economic modelling
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
NBER Working Paper
8
Research paper series / Swiss Finance Institute
8
SpringerLink / Bücher
8
Annals of finance
7
Asia-Pacific financial markets
7
Journal of econometrics
7
Lecture notes in economics and mathematical systems : LNEMS
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics and financial economics
7
NBER working paper series
7
Working paper
7
Annals of financial economics
6
CREATES research paper
6
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
3
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
4
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
5
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
6
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
7
Markovian lifts of positive semidefinite affine Volterra-typeprocesses
Cuchiero, Christa
;
Teichmann, Josef
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 407-448
Persistent link: https://www.econbiz.de/10012127229
Saved in:
8
Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
Saved in:
9
Joining the Heston and a three-factor short rate model : a closed-form approach
Horsky, Roman
;
Sayer, Tilman
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011419421
Saved in:
10
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
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