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~subject:"Zinsstruktur"
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Search: subject:"Continuous Time"
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Zinsstruktur
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
Game theory
47
Spieltheorie
47
Time series analysis
34
Zeitreihenanalyse
34
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
30
Portfolio-Management
30
Volatility
27
Volatilität
27
Mathematical programming
25
Mathematische Optimierung
25
continuous time
23
Estimation theory
21
Schätztheorie
21
CAPM
19
Experiment
18
Forecasting model
14
Prognoseverfahren
14
Agency theory
13
Prinzipal-Agent-Theorie
13
Probability theory
13
Wahrscheinlichkeitsrechnung
13
Scheduling problem
12
Scheduling-Verfahren
12
Yield curve
12
Control theory
11
Kontrolltheorie
11
Continuous-time Markov chain
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10
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Article in journal
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12
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English
12
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Nowman, Kalid Ben
2
Tunaru, Diana
2
Chambers, Marcus J.
1
Chen, Carl R.
1
Choi, Jin Hyuk
1
Fabozzi, Francesco A.
1
Fabozzi, Frank J.
1
Gough, O.
1
Gough, Orla
1
Krüger, Steffen
1
Larsen, Kasper
1
Li, Fuchun
1
Lin, Shih-kuei
1
Moreno, Manuel
1
Oehme, Toni
1
Platania, Federico
1
Rösch, Daniel
1
Scheule, Harald
1
Thornton, Michael A.
1
Tong, Zhigang
1
Van Dellen, S.
1
Van Dellen, Stefan
1
Wang, Shin-yun
1
Xu, Lian-Wen
1
Zoubi, Haitham al-
1
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Journal of empirical finance
3
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of bonds and derivatives
1
International journal of financial engineering and risk management
1
International review of financial analysis
1
Journal of financial econometrics
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
12
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Testing for the diffusion matrix in a
continuous-time
markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
3
Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
6
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor
continuous-time
models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
7
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:
8
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
9
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
10
A cyclical square-root model for the term structure of interest rates
Moreno, Manuel
;
Platania, Federico
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
Saved in:
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