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~isPartOf:"Finance and stochastics"
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1
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
2
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
3
Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
Saved in:
4
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
5
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
6
Forward rate models with linear volatilities
Barski, Michał
;
Zabczyk, Jerzy
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009562291
Saved in:
7
Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.
;
Tehranchi, M. R.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
Saved in:
8
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
9
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Saved in:
10
Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
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