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- forward-start options in the HJM framework; evidence from the Polish market 2002-08-27 Paper Pricing Polish three-year bonds in the HJM framework 2001-01-07 Paper...10 bytes (16 words) - 00:03, 28 December 2023
- On the 80th Birthday of I. A. Ibragimov 2013-11-22 Paper On Gaussian HJM framework for Eurodollar Futures 2013-11-15 Paper Asymptotics of a clustering criterion...10 bytes (17 words) - 18:10, 27 February 2024
- spreads using the Cox process within the HJM framework: a CDS option pricing model 2011-01-28 Paper A Framework for CAPM with Heterogeneous Beliefs 2010-06-21...10 bytes (17 words) - 22:32, 8 December 2023
- SIMILAR OPTIONS IN THE MULTI-FACTOR HJM FRAMEWORK 2013-01-16 Paper A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model 2006-09-25 Paper...10 bytes (16 words) - 11:14, 13 December 2023
- realisations of HJM models in terms of forward rates and yields 2004-02-03 Paper Classes of interest rate models under the HJM framework 2003-12-04 Paper...10 bytes (18 words) - 12:39, 24 September 2023
- Publication Type CMS, CMS SPREADS AND SIMILAR OPTIONS IN THE MULTI-FACTOR HJM FRAMEWORK 2013-01-16 Paper...10 bytes (16 words) - 23:35, 27 December 2023
- stochastic volatility models 2018-09-28 Paper Long-term yield in an affine HJM framework on \(S_{d}^{+}\) 2018-07-20 Paper COHERENT FOREIGN EXCHANGE MARKET MODELS...10 bytes (17 words) - 16:32, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q5087639 2022-07-01 Paper On Gaussian HJM framework for Eurodollar Futures 2013-11-15 Paper...10 bytes (16 words) - 17:00, 6 October 2023
- LONG-TERM INTEREST RATES 2020-03-26 Paper Long-term yield in an affine HJM framework on \(S_{d}^{+}\) 2018-07-20 Paper https://portal.mardi4nfdi.de/entity/Q4605965...10 bytes (16 words) - 10:16, 6 October 2023
- Paper The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach 2010-03-30 Paper The multifactor nature...10 bytes (18 words) - 14:12, 7 October 2023
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model 2011-01-28 Paper Term structure of interest...10 bytes (16 words) - 01:00, 25 September 2023
- Publication Type The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach 2010-03-30 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 14:22, 6 October 2023
- 2007-04-10 Paper A class of jump-diffusion bond pricing models within the HJM framework 2006-02-23 Paper...10 bytes (18 words) - 09:11, 7 October 2023
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model 2011-01-28 Paper...10 bytes (16 words) - 11:17, 6 October 2023
- Paper Affine processes on symmetric cones 2016-06-27 Paper A general HJM framework for multiple yield curve modelling 2016-05-23 Paper A convergence result...10 bytes (16 words) - 16:32, 6 October 2023
- the fundamental theorem of asset pricing 2016-06-10 Paper A general HJM framework for multiple yield curve modelling 2016-05-23 Paper Arbitrage of the...10 bytes (16 words) - 10:40, 6 October 2023
- European options on the extremum of several risky assets within the HJM framework 2011-02-25 Paper https://portal.mardi4nfdi.de/entity/Q3073111 2011-02-05...10 bytes (16 words) - 13:58, 6 October 2023
- de/entity/Q4542140 2002-09-04 Paper Pricing forward-start options in the HJM framework; evidence from the Polish market 2002-08-27 Paper CED model for asset...10 bytes (17 words) - 15:27, 12 December 2023
- Paper Reduced-form framework for multiple ordered default times under model uncertainty 2023-01-02 Paper Extended reduced-form framework for non-life insurance...10 bytes (17 words) - 12:22, 7 October 2023
- European options on the extremum of several risky assets within the HJM framework 2011-02-25 Paper Positive periodic solution for a multispecies competition-predator...10 bytes (17 words) - 04:17, 9 December 2023
