//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Interest rate
1
Interest rate derivative
1
Jump risks
1
LIBOR market model
1
Option pricing theory
1
Optionspreistheorie
1
Range Accrual Interest Rate Swap (RAIRS)
1
Stochastic model in continuous time
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Volatility
1
Yield curve
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
interest rate
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chen, Carl R.
1
Lin, Shih-kuei
1
Wang, Shin-yun
1
Xu, Lian-Wen
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Journal of empirical finance
4
Journal of econometrics
2
SFB 649 Discussion Paper
2
The journal of computational finance
2
Annals of finance
1
Asia-Pacific financial markets
1
CESifo Working Paper
1
CFS working paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Environmental and resource economics
1
Han gug gae bal yeon gu
1
Handbook of economic forecasting ; 1
1
International journal of bonds and derivatives
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of contemporary management : JMC
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of public economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Portuguese economic journal
1
Quantitative finance
1
Recent work / Department of Economics, UC San Diego
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical Report
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->