scientific article
From MaRDI portal
Publication:2757049
zbMath0981.91038MaRDI QIDQ2757049
Publication date: 21 November 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model ⋮ On volatility swaps for stock market forecast: application example CAC 40 French Index ⋮ Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach ⋮ ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE ⋮ Ab initio yield curve dynamics ⋮ The static hedging of CDO tranche correlation risk