A hybrid commodity and interest rate market model (Q5397405): Difference between revisions

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-Kay F. Pilz
@@ Property / author: Kay F. Pilz / rank @@
-Normal rank
@@ Property / author @@
+Kay F. Pilz
@@ Property / author: Kay F. Pilz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2161066000
@@ Property / OpenAlex ID: W2161066000 / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time term structure models: Forward measure approach
+Normal rank
@@ Property / cites work @@
+Q4504336
@@ Property / cites work: Q4504336 / rank @@
+Normal rank
@@ Property / cites work @@
+A multicurrency extension of the lognormal interest rate market models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5397405