Beáta Stehlíková

Available identifiers

zbMath Open stehlikova.beataMaRDI QIDQ411528

List of research outcomes

Publication	Date of Publication	Type
Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates	2024-08-02	Paper
On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation	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	2020-12-30	Paper
Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates	2018-05-24	Paper
Numerical and analytical methods for bond pricing in short rate convergence models of interest rates	2017-11-20	Paper
Short rate as a sum of two CKLS-type processes	2017-07-07	Paper
Metrization theorem for uniform loops with the invertibility property	2017-06-22	Paper
The uniqueness of a left Haar measure in topological IP-loops	2017-02-03	Paper
Estimating the Short Rate from the Term Structures in the Vasicek Model	2015-03-04	Paper
An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model	2014-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q5413580	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	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	2012-05-08	Paper
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond	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 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
https://portal.mardi4nfdi.de/entity/Q3440318	2007-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q5476575	2006-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q3975494	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3812975	1988-01-01	Paper
Strong law of large numbers and central limit theorem on a Hilbert space logic	1986-01-01	Paper

Research outcomes over time

This page was built for person: Beáta Stehlíková