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subject:"Zinsstruktur"
~person:"Filipović, Damir"
~person:"Zhang, Yumo"
~subject:"Monte Carlo simulation"
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Zinsstruktur
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Zhang, Yumo
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Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
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2
Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
Saved in:
3
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
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