Beata Stehlíková

From MaRDI portal
Person:411528

Available identifiers

zbMath Open stehlikova.beataMaRDI QIDQ411528

List of research outcomes

PublicationDate of PublicationType
On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation2021-12-07Paper
Estimating the Domestic Short Rate in a Convergence Model of Interest Rates2020-12-30Paper
https://portal.mardi4nfdi.de/entity/Q51424752020-12-30Paper
Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates2018-05-24Paper
https://portal.mardi4nfdi.de/entity/Q45906982017-11-20Paper
Short Rate as a Sum of Two CKLS-Type Processes2017-07-07Paper
Metrization theorem for uniform loops with the invertibility property2017-06-22Paper
The uniquenesss of a left Haar measure in topological IP-loops2017-02-03Paper
Estimating the Short Rate from the Term Structures in the Vasicek Model2015-03-04Paper
AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL2014-11-12Paper
https://portal.mardi4nfdi.de/entity/Q54135802014-04-30Paper
https://portal.mardi4nfdi.de/entity/Q28678132013-12-20Paper
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures2012-12-08Paper
https://portal.mardi4nfdi.de/entity/Q31656832012-10-29Paper
https://portal.mardi4nfdi.de/entity/Q28828542012-05-08Paper
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond2012-04-04Paper
On the singular limit of solutions to the CIR interest rate model with stochastic volatility2010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q36466942009-11-27Paper
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis2009-04-15Paper
https://portal.mardi4nfdi.de/entity/Q34403182007-05-22Paper
https://portal.mardi4nfdi.de/entity/Q54765752006-07-17Paper
https://portal.mardi4nfdi.de/entity/Q39754941992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q38129751988-01-01Paper
Strong law of large numbers and central limit theorem on a Hilbert space logic1986-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Beata Stehlíková