Search results
From MaRDI portal
- STOCHASTIC INTEREST RATE MODEL 2020-12-13 Paper Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models 2019-02-18...10 bytes (16 words) - 13:48, 24 September 2023
- Hull and White interest rate model 2011-12-01 Paper A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model 2010-01-25...10 bytes (16 words) - 09:59, 6 October 2023
- on Non-Linear Stochastic Interest Rate Models 2011-01-04 Paper An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia...10 bytes (16 words) - 12:22, 22 September 2023
- Publication Date of Publication Type Interest-rate products pricing problems with uncertain jump processes 2021-08-12 Paper Asian option pricing problems...10 bytes (16 words) - 20:40, 24 September 2023
- Date of Publication Type Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation...10 bytes (16 words) - 10:57, 7 October 2023
- volatility in interest rate models with jump-diffusion processes 2018-12-06 Paper Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate...10 bytes (18 words) - 11:12, 7 October 2023
- models with jump-diffusion interest rate risk 2020-04-07 Paper Total return swap valuation with counterparty risk and interest rate risk 2019-02-14 Paper The...10 bytes (16 words) - 08:58, 6 October 2023
- 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
- approximation for the term structure of interest rates 2019-01-15 Paper A term structure model of interest rates with quadratic volatility 2018-11-14 Paper...10 bytes (16 words) - 11:45, 7 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 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
- 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
- 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
- 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
- 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
- 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
- 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
- Paper Random field forward interest rate models, market price of risk and their statistics 2009-12-14 Paper Forward interest rate curves in discrete time...10 bytes (16 words) - 12:59, 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
- 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
