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- Contests 2021-05-04 Paper Stochastic Volatility Corrections for Interest Rate Derivatives 2004-11-16 Paper https://portal.mardi4nfdi.de/entity/Q4359554 1998-02-01...10 bytes (16 words) - 12:26, 14 March 2024
- Implementation and performance of various stochastic models for interest rate derivatives 2001-07-11 Paper...10 bytes (16 words) - 14:31, 6 October 2023
- approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model 2011-09-15 Paper A new higher-order weak approximation...10 bytes (17 words) - 17:31, 6 October 2023
- Type A tractable market model with jumps for pricing short-term interest rate derivatives 2019-01-14 Paper Locally stationary covariance and signal estimation...10 bytes (16 words) - 01:47, 28 December 2023
- in the interest rate term structure and option prices 2005-01-12 Paper Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives:...10 bytes (16 words) - 13:08, 7 October 2023
- 2017-02-09 Paper Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model 2017-01-10 Paper Investment timing...10 bytes (18 words) - 11:27, 11 December 2023
- application to the Brazilian banking market 2021-06-30 Paper PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES 2018-10-10 Paper A Monte Carlo multi-asset...10 bytes (18 words) - 12:43, 7 October 2023
- Analytical expressions to counterparty credit risk exposures for interest rate derivatives 2022-04-14 Paper https://portal.mardi4nfdi.de/entity/Q5196309 2019-10-02...10 bytes (16 words) - 01:59, 25 September 2023
- Analytical expressions to counterparty credit risk exposures for interest rate derivatives 2022-04-14 Paper PHASE TRANSITION IN EVOLUTIONARY GAMES 1999-10-05...10 bytes (16 words) - 23:58, 24 September 2023
- Treatment Period Time Delays 2020-07-02 Paper Risk-neutral hedging of interest rate derivatives 2019-03-12 Paper Itô-Henstock integral and Itô's formula for the...10 bytes (20 words) - 02:58, 25 September 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 with Lévy...10 bytes (19 words) - 01:35, 11 December 2023
- The Valuation and Hedging of Variable Rate Savings Accounts 2005-03-30 Paper On the information in the interest rate term structure and option prices 2005-01-12...10 bytes (18 words) - 09:51, 6 October 2023
- of Gas Swing Contracts with Regime Switching 2014-09-29 Paper Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu...10 bytes (16 words) - 14:39, 28 January 2024
- their Greeks 2019-03-19 Paper Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method 2018-09-06 Paper Pricing...10 bytes (16 words) - 05:49, 7 October 2023
- artificial boundary method for the Hull-White model of American interest rate derivatives 2011-02-02 Paper Valuing American options under the CEV model by...10 bytes (17 words) - 02:39, 7 October 2023
- Paper Pricing rate of return guarantees in regular premium unit linked insurance 2005-01-13 Paper On the information in the interest rate term structure...10 bytes (18 words) - 14:47, 7 December 2023
- 2018-07-11 Paper Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model 2017-01-10 Paper Multiscale analysis...10 bytes (18 words) - 12:03, 6 October 2023
- gamma and bucket hedging of interest rate derivatives 1995-10-18 Paper Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent...10 bytes (19 words) - 22:09, 9 December 2023
- Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach 2019-01-14 Paper Using interest rate derivative prices to estimate...10 bytes (18 words) - 13:36, 11 December 2023
- 2017-01-17 Paper Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model 2017-01-10 Paper Pricing perpetual...10 bytes (18 words) - 13:23, 6 October 2023
