A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL (Q5066297): Difference between revisions

@@ Property / arXiv ID @@
+.10779
@@ Property / arXiv ID: 2109.10779 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong solutions of mean-field stochastic differential equations with irregular drift
+Normal rank
@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Term-structure models. A graduate course
@@ Property / cites work: Term-structure models. A graduate course / rank @@
+Normal rank
@@ Property / cites work @@
+Moment explosion in the LIBOR market model
@@ Property / cites work: Moment explosion in the LIBOR market model / rank @@
+Normal rank
@@ Property / cites work @@
+Analytical validation formulas for best estimate calculation in traditional life insurance
+Normal rank
@@ Property / cites work @@
+A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time term structure models: Forward measure approach
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
+Normal rank
@@ Property / OpenAlex ID @@
+W4206692907
@@ Property / OpenAlex ID: W4206692907 / rank @@
+Normal rank