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- Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 1998-01-21 Paper A Note on the Stability of Lognormal Interest Rate Models and the Pricing...10 bytes (16 words) - 16:46, 6 October 2023
- 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...10 bytes (16 words) - 20:26, 11 December 2023
- stochastic interest rate model with regime switching 2018-01-19 Paper An FFT approach for option pricing under a regime-switching stochastic interest rate model...10 bytes (17 words) - 13:23, 8 December 2023
- stochastic interest rates 1999-05-05 Paper A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 1998-05-04...10 bytes (18 words) - 23:58, 11 December 2023
- correlated mortality and interest risks: a change of probability measure approach 2016-06-10 Paper Pricing and risk management of interest rate swaps 2016-03-15...10 bytes (19 words) - 22:52, 9 December 2023
- Risky Assets In A Stochastic Interest Rate Economy1 1997-08-31 Paper OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES...10 bytes (19 words) - 22:09, 9 December 2023
- reserves, credit and debit interest 2022-06-21 Paper Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy...10 bytes (17 words) - 12:16, 12 December 2023
- in a discrete time random field HJM type interest rate model 2014-01-14 Paper Random field forward interest rate models, market price of risk and their statistics...10 bytes (16 words) - 12:59, 12 December 2023
- de/entity/Q2760404 2002-01-06 Paper Interest Rate Dynamics and Consistent Forward Rate Curves 2001-11-26 Paper Minimal realizations in interest rate models 2000-05-24 Paper...10 bytes (17 words) - 01:39, 12 December 2023
- stochastic interest rate and regime switching 2023-03-29 Paper Time-consistent investment strategies for a DC pension member with stochastic interest rate and...10 bytes (17 words) - 06:25, 12 December 2023
- efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules 2008-12-05 Paper Interest rate option pricing and volatility...10 bytes (18 words) - 04:29, 12 December 2023
- returns under a risk averse strategy 2019-12-19 Paper Forecasting mortality rate by multivariate singular spectrum analysis 2019-02-08 Paper Asymptotics for...10 bytes (18 words) - 12:12, 11 December 2023
- de/entity/Q4550920 2004-02-27 Paper Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 2003-10-22 Paper https://portal.mardi4nfdi...10 bytes (19 words) - 01:25, 11 December 2023
- ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims 2014-10-13 Paper On closure properties...10 bytes (17 words) - 22:50, 10 December 2023
- Paper Pricing rate of return guarantees in regular premium unit linked insurance 2005-01-13 Paper On the information in the interest rate term structure...10 bytes (18 words) - 14:47, 7 December 2023
- Switching System 2023-05-04 Paper A BSDE approach for bond pricing under interest rate models with self-exciting jumps 2022-05-23 Paper Open-loop and closed-loop...10 bytes (17 words) - 13:46, 10 December 2023
- process in modelling term structure of interest rates? 2007-11-27 Paper Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor...10 bytes (16 words) - 19:24, 11 December 2023
- structure of interest rates for an economically dependent country 2009-02-06 Paper A statistical comparison of the short-term interest rate models for Japan...10 bytes (16 words) - 23:59, 9 December 2023
- TIME-HOMOGENEOUS SEPARABLE LMMs 2017-04-13 Paper Stochastic volatility for interest rate derivatives 2014-09-05 Paper IMPLICATIONS FOR HEDGING OF THE CHOICE OF...10 bytes (17 words) - 15:13, 7 December 2023
- extension of analytically-tractable and time-homogeneous short-rate models 2001-12-12 Paper Interest rate models -- theory and practice 2001-07-09 Paper Claim pricing...10 bytes (17 words) - 23:12, 8 December 2023
