Person:411528

Available identifiers

zbMath Open stehlikova.beataMaRDI QIDQ411528

List of research outcomes

Publication	Date of Publication	Type
On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation	2021-12-07	Paper
Estimating the Domestic Short Rate in a Convergence Model of Interest Rates	2020-12-30	Paper
https://portal.mardi4nfdi.de/entity/Q5142475	2020-12-30	Paper
Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates	2018-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q4590698	2017-11-20	Paper
Short Rate as a Sum of Two CKLS-Type Processes	2017-07-07	Paper
Metrization theorem for uniform loops with the invertibility property	2017-06-22	Paper
The uniquenesss of a left Haar measure in topological IP-loops	2017-02-03	Paper
Estimating the Short Rate from the Term Structures in the Vasicek Model	2015-03-04	Paper
AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL	2014-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q5413580	2014-04-30	Paper
https://portal.mardi4nfdi.de/entity/Q2867813	2013-12-20	Paper
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures	2012-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q3165683	2012-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q2882854	2012-05-08	Paper
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond	2012-04-04	Paper
On the singular limit of solutions to the CIR interest rate model with stochastic volatility	2010-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q3646694	2009-11-27	Paper
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis	2009-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q3440318	2007-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q5476575	2006-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q3975494	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3812975	1988-01-01	Paper
Strong law of large numbers and central limit theorem on a Hilbert space logic	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Beata Stehlíková