Narrow search
Showing 1 - 10 of 306
Cover Image
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen; Krühner, Paul - In: Finance and stochastics 22 (2018) 2, pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Cover Image
Regime switching affine processes with applications to finance
Beek, Misha van; Mandjes, Michel; Spreij, Peter; … - In: Finance and stochastics 24 (2020) 2, pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Cover Image
Affine forward variance models
Gatheral, Jim; Keller-Ressel, Martin - In: Finance and stochastics 23 (2019) 3, pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Cover Image
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554
Cover Image
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard; Boumezoued, Alexandre; Lapeyre, … - In: Finance and stochastics 26 (2022) 4, pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Cover Image
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 5 (2001) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
Cover Image
A general characterization of one factor affine term structure models
Filipović, Damir - In: Finance and stochastics 5 (2001) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
Cover Image
Continuous-time term structure models : forward measure approach
Musiela, Marek - In: Finance and stochastics 1 (1997) 4, pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Cover Image
Invariant measures for the Musiela equation with deterministic diffusion term
Vargiolu, Tiziano - In: Finance and stochastics 3 (1999) 4, pp. 483-492
Persistent link: https://www.econbiz.de/10001412198
Cover Image
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja; Yor, Marc - In: Finance and stochastics 7 (2003) 3, pp. 413-415
Persistent link: https://www.econbiz.de/10001772723