A term structure model for dividends and interest rates-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A term structure model for dividends and interest rates

Published:2020-06-16 Issue:4 Volume:30 Page:1461-1496
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Filipović Damir¹^ORCID,Willems Sander¹^ORCID

Affiliation:

1. EPFL and Swiss Finance Institute Lausanne Switzerland

Funder

FP7 Ideas: European Research Council

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12279

Reference67 articles.

1. Linear credit risk models

2. The Jacobi stochastic volatility model

3. An algorithm for finding the distribution of maximal entropy

4. Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators

5. Minimum-Relative-Entropy Calibration of Asset-Pricing Models

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A bibliometric review of dividend policy literature;Research in International Business and Finance;2023-04

2. Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation;European Journal of Operational Research;2023-03

3. Improved Dividend Estimation from Intraday Quotes;Entropy;2022-01-07

4. Dividend predictability and higher moment risk premia;Journal of Asset Management;2021-09-23

5. Sustainable Construction and Financing—Asset-Backed Securitization of Expressway’s Usufruct with Redeemable Rights;Sustainability;2021-08-14

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3