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- Filippov predator-prey model with two thresholds for integrated pest management 2022-11-18 Paper Dynamics analysis of a predator-prey model with nonmonotonic...10 bytes (17 words) - 04:17, 9 December 2023
- 2018-08-10 Paper Long-term yield in an affine HJM framework on \(S_{d}^{+}\) 2018-07-20 Paper Polynomial diffusion models for life insurance liabilities 2016-12-14...10 bytes (17 words) - 12:22, 7 October 2023
- Spaces 2013-09-11 Paper Monte Carlo Euler approximations of HJM term structure financial models 2013-06-26 Paper A stochastic collocation method for the second-order...10 bytes (17 words) - 02:00, 10 December 2023
- Fourier estimator of the leverage process 2022-02-02 Paper A fractional model for the COVID-19 pandemic: Application to Italian data 2021-11-18 Paper Is...10 bytes (19 words) - 22:21, 24 September 2023
- 2008-04-30 Paper HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets 2008-01-14 Paper Interest rate models: an infinite dimensional...10 bytes (19 words) - 22:15, 10 December 2023
- Dynamic Time Series Models using R-INLA 2022-08-08 Paper https://portal.mardi4nfdi.de/entity/Q5087639 2022-07-01 Paper On Gaussian HJM framework for Eurodollar...10 bytes (16 words) - 17:00, 6 October 2023
- algorithm 2014-03-14 Paper Monte Carlo Euler approximations of HJM term structure financial models 2013-06-26 Paper Adaptive Multilevel Monte Carlo Simulation...10 bytes (16 words) - 14:08, 7 October 2023
- Large Numbers 2016-01-29 Paper Twitter event networks and the superstar model 2015-10-20 Paper Optimal online selection of a monotone subsequence: a central...10 bytes (19 words) - 13:37, 28 January 2024
- theorem of asset pricing 2016-06-10 Paper A general HJM framework for multiple yield curve modelling 2016-05-23 Paper Arbitrage of the first kind and filtration...10 bytes (16 words) - 10:40, 6 October 2023
- Calibration of Market Models 2017-12-13 Paper Non-Euclidean Conditional Expectation and Filtering 2017-10-16 Paper Deep Learning in a Generalized HJM-type Framework...10 bytes (16 words) - 23:40, 24 September 2023
- system 2013-08-14 Paper Monte Carlo Euler approximations of HJM term structure financial models 2013-06-26 Paper Finite element approximations for a linear...10 bytes (18 words) - 08:56, 6 October 2023
- motion; HJM model; interest-rate markets Mathematics Subject Classification ID Related Items Valuation and hedging of contingent claims in the HJM model with...15 bytes (53 words) - 15:34, 6 February 2024
- 24 January 2013 zbMATH Keywords Monte Carlo simulation; default risk; HJM model; total return swap Mathematics Subject Classification ID...15 bytes (29 words) - 06:57, 8 February 2024
- Classification ID Related Items Valuation and hedging of contingent claims in the HJM model with deterministic volatilities...15 bytes (35 words) - 15:34, 6 February 2024
- Publication date: 18 November 2008 zbMATH Keywords random field; volatility; HJM model; forward interest rate; market price of risk; ML estimation; discrete-time...15 bytes (43 words) - 01:42, 5 February 2024
- October 2014 zbMATH Keywords metric space; term structure model; HJM model; LIBOR market model; BGM model Mathematics Subject Classification ID 91B24: Microeconomic...15 bytes (44 words) - 21:13, 3 February 2024
- Series B. (English Edition) (Search for Journal in Brave) zbMATH Keywords HJM model; generalized stochastic duration; interest rate term structure Mathematics...15 bytes (47 words) - 03:33, 1 February 2024
- 2020 zbMATH Keywords regularization; Monte Carlo simulation; volatility; HJM model Mathematics Subject Classification ID 91G60: Numerical methods (including...15 bytes (44 words) - 18:19, 8 February 2024
- zbMATH Keywords interest rates; Heath-Jarrow-Morton model; arbitrage pricing; futures prices; HJM model; swap; equivalent martingale measures; LIBOR Mathematics...15 bytes (60 words) - 12:05, 1 February 2024
- zbMATH Keywords positivity; mild solutions; stochastic evolution equations; HJM model Mathematics Subject Classification ID 60H30: Applications of stochastic...15 bytes (62 words) - 22:59, 1 February 2024
