scientific article; zbMATH DE number 1253582

zbMATH Open0997.90510MaRDI QIDQ4226828FDOQ4226828

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Publication date: 23 February 1999

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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• Theory of Cryptocurrency Interest Rates
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
• A numerical PDE approach for pricing callable bonds
• Interest rate term structure modelling
• Social discounting and the long rate of interest
• Analyzing short-rate models for efficient bond option pricing: a review
• Modeling fixed income securities and interest rate options
• On the use of boundary conditions for variational formulations arising in financial mathematics.
• On the resolution of the Vasicek-type interest rate model
• Lévy-Ito models in finance

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