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- Publication Date of Publication Type Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach 2013-10-30...10 bytes (18 words) - 16:30, 11 December 2023
- Paper SABR/LIBOR market models: pricing and calibration for some interest rate derivatives 2016-04-28 Paper...10 bytes (20 words) - 13:55, 10 December 2023
- Implementation and performance of various stochastic models for interest rate derivatives 2001-07-11 Paper A factorization property of cohomology of the...10 bytes (16 words) - 18:39, 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 DRIVING...10 bytes (17 words) - 15:13, 7 December 2023
- Paper SABR/LIBOR market models: pricing and calibration for some interest rate derivatives 2016-04-28 Paper Numerical methods to solve PDE models for pricing...10 bytes (18 words) - 13:55, 10 December 2023
- Publication Date of Publication Type Default risk in interest rate derivatives with stochastic volatility 2013-12-13 Paper...10 bytes (16 words) - 12:17, 6 October 2023
- Type A tractable market model with jumps for pricing short-term interest rate derivatives 2019-01-14 Paper...10 bytes (16 words) - 21:04, 26 December 2023
- Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives 2023-02-28 Paper...10 bytes (18 words) - 21:13, 27 December 2023
- Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives 2023-02-28 Paper...10 bytes (18 words) - 21:13, 27 December 2023
- Type Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives 2019-05-14 Paper...10 bytes (16 words) - 12:50, 28 January 2024
- Publication Date of Publication Type Stochastic volatility for interest rate derivatives 2014-09-05 Paper...10 bytes (16 words) - 09:23, 7 October 2023
- Publication Date of Publication Type Interest rate derivatives. Valuation, calibration and sensitivity analysis 2012-11-28 Paper...10 bytes (16 words) - 08:06, 7 October 2023
- Publication Date of Publication Type Pricing interest-rate derivatives. A Fourier-transform based approach. 2008-02-28 Paper...10 bytes (16 words) - 03:07, 7 October 2023
- Publication Date of Publication Type A quantum mechanics for interest rate derivatives markets 2022-09-24 Paper...10 bytes (18 words) - 13:51, 7 October 2023
- Publication Date of Publication Type FFT network for interest rate derivatives with Lévy processes 2017-12-12 Paper...10 bytes (16 words) - 19:23, 24 September 2023
- extinction 2020-12-15 Paper Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method 2018-09-06 Paper...10 bytes (16 words) - 10:44, 6 October 2023
- Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives 2023-02-28 Paper...10 bytes (20 words) - 21:13, 27 December 2023
- de/entity/Q4791400 2003-02-06 Paper Delta, gamma and bucket hedging of interest rate derivatives 1995-10-18 Paper...10 bytes (18 words) - 02:42, 7 October 2023
- 2017-11-13 Paper Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model 2017-01-10 Paper...10 bytes (16 words) - 21:36, 24 September 2023
- 2022-01-06 Paper Fair prices under a unified lattice approach for interest rate derivatives 2021-11-08 Paper Liquidity drops 2021-11-08 Paper...10 bytes (16 words) - 14:25, 28 January 2024
