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- equity warrants under the fractional Vasicek process of the short-term interest rate 2018-09-20 Paper https://portal.mardi4nfdi.de/entity/Q3175679 2018-07-18...10 bytes (18 words) - 22:05, 10 December 2023
- agreements reduced inflation rates? 2020-05-13 Paper Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading...10 bytes (18 words) - 03:56, 9 December 2023
- models 2021-05-11 Paper Indirect inference in fractional short-term interest rate diffusions 2021-02-15 Paper Dynamic functional data analysis with non-parametric...10 bytes (18 words) - 23:32, 10 December 2023
- discretized stochastic (interest rate) processes with stochastic drift term 1999-03-14 Paper Long-term returns in stochastic interest rate models: different...10 bytes (16 words) - 15:55, 11 December 2023
- approach 2017-05-12 Paper Local-momentum autoregression and the modeling of interest rate term structure 2016-09-06 Paper Estimating the structural credit risk...10 bytes (18 words) - 03:57, 9 December 2023
- grain exchange 2007-04-26 Paper The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach 2006-10-05...10 bytes (16 words) - 03:53, 13 December 2023
- Commercial Banks Involving Lending Rate Settings and Default Rates 2010-06-21 Paper Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions...10 bytes (16 words) - 23:27, 10 December 2023
- stochastic interest rate, stochastic volatility and double jumps 2014-12-30 Paper A fast numerical approach to option pricing with stochastic interest rate, stochastic...10 bytes (17 words) - 16:13, 11 December 2023
- estimation of all parameters in a discrete time random field HJM type interest rate model 2014-01-14 Paper Sharp upper bounds for the deviations from the...10 bytes (23 words) - 12:59, 12 December 2023
- Gaussian term structure models 2003-10-14 Paper The Dynamics of Short-Term Interest Rate Volatility Reconsidered 2003-03-12 Paper A Bayesian approach to the empirical...10 bytes (18 words) - 21:49, 12 December 2023
- problem in a switching regime interest rate setting 2023-07-13 Paper Optimization problem under change of regime of interest rate 2016-08-23 Paper https://portal...10 bytes (16 words) - 18:47, 12 December 2023
- with stochastic volatility and stochastic interest rate 2011-01-07 Paper Pricing the credit default swap rate for jump diffusion default intensity processes...10 bytes (18 words) - 11:27, 11 December 2023
- extended CIR interest rate model 2019-02-14 Paper Dynamic safety first expected utility model 2018-07-25 Paper FFT network for interest rate derivatives...10 bytes (19 words) - 01:35, 11 December 2023
- probability of dependent risk model perturbed by diffusion with a constant interest rate 2022-05-27 Paper Uniform asymptotics for the tail of the discounted aggregate...10 bytes (17 words) - 15:32, 11 December 2023
- Paper A Risk–Reward Model for On-line Financial Leasing Problem with an Interest Rate 2019-04-26 Paper Optimal portfolio strategy under rolling economic maximum...10 bytes (17 words) - 22:05, 10 December 2023
- Publication Date of Publication Type Pricing and risk management of interest rate swaps 2016-03-15 Paper A linear algebraic method for pricing temporary...10 bytes (18 words) - 22:52, 9 December 2023
- the growth rate of a stable CIR process based on continuous time observations 2019-05-15 Paper Local asymptotic properties for the growth rate of a jump-type...10 bytes (17 words) - 19:36, 8 December 2023
- at the uncovered interest rate parity: have we missed the fundamentals? 2012-12-19 Paper The random walk hypothesis of the exchange rate. Implications for...10 bytes (18 words) - 18:16, 12 December 2023
- in economics 2008-09-12 Paper Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions 2008-09-12 Paper Approaches to forecasting...10 bytes (17 words) - 23:28, 10 December 2023
- problem 2018-05-25 Paper How does interest rate policy affect inflation? A simple general equilibrium model with the interest rate as the policy instrument 2010-01-15...10 bytes (17 words) - 03:38, 13 December 2023
