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- branching algorithm to the pricing of interest-rate derivatives under the HJM model 2011-09-15 Paper A new higher-order weak approximation scheme for stochastic...10 bytes (17 words) - 17:31, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q4968683 2019-07-16 Paper A multiple-curve HJM model of interbank risk 2013-02-26 Paper...10 bytes (18 words) - 21:35, 24 September 2023
- Publication Date of Publication Type A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? 2011-01-20 Paper Characterisation of exponential...10 bytes (16 words) - 18:29, 6 October 2023
- motion over \(\mathbb Q_p\) 2010-01-12 Paper An implementation of the HJM model with application to Japanese interest futures 2009-02-06 Paper Symmetric...10 bytes (16 words) - 12:39, 22 September 2023
- Publication Date of Publication Type A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? 2011-01-20 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 19:27, 24 September 2023
- Publication Date of Publication Type The investor problem based on the HJM model 2022-02-11 Paper On the parabolic equation for portfolio problems 2021-05-20...10 bytes (16 words) - 18:06, 6 October 2023
- Simulation for the HJM Model Based on Jump 2008-12-09 Paper Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump 2008-07-18...10 bytes (16 words) - 21:22, 24 September 2023
- Simulation for the HJM Model Based on Jump 2008-12-09 Paper Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump 2008-07-18...10 bytes (16 words) - 03:21, 28 December 2023
- quasi-Gaussian log-normal HJM model 2019-02-21 Paper Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model 2018-09-19 Paper Eurodollar...10 bytes (16 words) - 07:54, 7 October 2023
- Structure Models with Jump 2009-02-10 Paper Bond Pricing with Jumps and Monte Carlo Simulation 2008-12-09 Paper On Monte Carlo Simulation for the HJM Model...10 bytes (16 words) - 05:50, 7 October 2023
- the Gaussian, Exponentially Quadratic Short Rate Model 2018-10-22 Paper A Lévy HJM multiple-curve model with application to CVA computation 2018-09-19 Paper...10 bytes (16 words) - 09:40, 6 October 2023
- Publication Date of Publication Type A multi-curve HJM factor model for pricing and risk management 2023-12-14 Paper Valuation of employee stock options...10 bytes (16 words) - 08:30, 7 October 2023
- rigonometric Functions on [0,∞) 2012-12-06 Paper A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? 2011-01-20 Paper https://portal...10 bytes (16 words) - 10:04, 12 December 2023
- LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE 2022-11-18 Paper Asymptotic analysis for optimal dividends in a dual risk model 2022-10-31 Paper...10 bytes (16 words) - 13:03, 6 October 2023
- Navier-Stokes type 2022-02-25 Paper The investor problem based on the HJM model 2022-02-11 Paper Stochastic Partial Differential Equations with Lévy Noise...10 bytes (17 words) - 16:29, 8 December 2023
- Publication Date of Publication Type A multi-curve HJM factor model for pricing and risk management 2023-12-14 Paper Optimal investment strategies for...10 bytes (16 words) - 02:44, 25 September 2023
- p-FEM 2014-01-31 Paper Efficient Simulation and Calibration of General HJM Models by Splitting Schemes 2014-01-23 Paper Semigroup Splitting and Cubature...10 bytes (16 words) - 02:24, 12 December 2023
- Interest rate models: an infinite dimensional stochastic analysis perspective 2006-07-27 Paper A note of invariant measures for HJM models 2006-05-24 Paper...10 bytes (18 words) - 20:45, 12 December 2023
- Publication Date of Publication Type Multi-curve HJM modelling for risk management 2018-11-14 Paper...10 bytes (16 words) - 23:52, 27 December 2023
- Publication Date of Publication Type Exponential moments for HJM models with jumps 2009-02-28 Paper...10 bytes (16 words) - 15:07, 22 September 2023
