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- Rates 2011-11-13 Paper LIBOR Interpolation and the HJM Model 2011-08-29 Paper Discrete LIBOR Market Model Analogy 2011-08-22 Paper...10 bytes (16 words) - 11:59, 5 September 2024
- 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
- 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
- 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) - 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
- 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
- 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
- processes 2023-01-18 Paper A delayed dual risk model 2023-01-16 Paper SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL 2022-12-08 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 13:03, 6 October 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
- distribution of returns in the exponential Ornstein–Uhlenbeck model 2019-10-22 Paper A Stylized Model for Long-Run Index Return Dynamics 2018-11-19 Paper Impact...10 bytes (17 words) - 12:49, 12 December 2023
- delay model for the diffusion of a new technology 2012-05-20 Paper Modelling the evolution of credit spreads using the Cox process within the HJM framework:...10 bytes (16 words) - 11:17, 6 October 2023
- 2013-06-24 Paper Financial modeling. A backward stochastic differential equations perspective 2013-04-08 Paper A multiple-curve HJM model of interbank risk 2013-02-26...10 bytes (16 words) - 10:39, 6 October 2023
- Publication Date of Publication Type A multi-curve HJM factor model for pricing and risk management 2023-12-14 Paper Randomization and the valuation of...10 bytes (16 words) - 15:55, 11 December 2023
