scientific article; zbMATH DE number 6262717

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Publication:5398750

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zbMath1289.91075MaRDI QIDQ5398750

Yinghui Dong

Publication date: 28 February 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

zero-coupon bond dynamic guaranteed funds forward neutral measure Vasicek stochastic interest rates

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (2)

Vasicek model with mixed-exponential jumps and its applications in finance and insurance ⋮ Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level

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