| Publication | Date of Publication | Type |
|---|
Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates
Mathematica Moravica | 2024-08-02 | Paper |
On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation
Mathematica Slovaca | 2021-12-07 | Paper |
| Estimating the short rate from term structures in the Chan-Karolyi-Longstaff-Sanders model | 2020-12-30 | Paper |
Estimating the domestic short rate in a convergence model of interest rates
Tatra Mountains Mathematical Publications | 2020-12-30 | Paper |
Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates
Mathematica Slovaca | 2018-05-24 | Paper |
Numerical and analytical methods for bond pricing in short rate convergence models of interest rates
(available as arXiv preprint) | 2017-11-20 | Paper |
Short rate as a sum of two CKLS-type processes
Lecture Notes in Computer Science | 2017-07-07 | Paper |
Metrization theorem for uniform loops with the invertibility property
Mathematics | 2017-06-22 | Paper |
The uniqueness of a left Haar measure in topological IP-loops
Mathematica Slovaca | 2017-02-03 | Paper |
Estimating the Short Rate from the Term Structures in the Vasicek Model
Tatra Mountains Mathematical Publications | 2015-03-04 | Paper |
An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model
International Journal of Theoretical and Applied Finance | 2014-11-12 | Paper |
| scientific article; zbMATH DE number 6290829 (Why is no real title available?) | 2014-04-30 | Paper |
| A three-factor convergence model of interest rates | 2013-12-20 | Paper |
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures
(available as arXiv preprint) | 2012-12-08 | Paper |
| Convergence model of interest rates of CKLS type | 2012-10-29 | Paper |
On the existence of a Haar measure in topological IP-loops
Kybernetika | 2012-05-08 | Paper |
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond
Numerical Algorithms | 2012-04-04 | Paper |
| On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility | 2010-04-22 | Paper |
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility
(available as arXiv preprint) | 2010-04-22 | Paper |
| On a volatility averaging in a two-factor interest rate model | 2009-11-27 | Paper |
| Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis | 2009-04-15 | Paper |
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
(available as arXiv preprint) | 2009-04-15 | Paper |
| scientific article; zbMATH DE number 5155844 (Why is no real title available?) | 2007-05-22 | Paper |
| scientific article; zbMATH DE number 5041466 (Why is no real title available?) | 2006-07-17 | Paper |
| scientific article; zbMATH DE number 18136 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4084633 (Why is no real title available?) | 1988-01-01 | Paper |
Strong law of large numbers and central limit theorem on a Hilbert space logic
Reports on Mathematical Physics | 1986-01-01 | Paper |
