A Simple Stochastic Rate Model for Rate Equity Hybrid Products
Year of publication: |
2013
|
---|---|
Authors: | Eberlein, Ernst |
Other Persons: | Madan, Dilip B. (contributor) ; Pistorius, Martijn (contributor) ; Yor, Marc (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 10, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2234760 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C., (2013)
-
Triacca, Umberto, (2013)
-
Markovian switching of mutation rates in evolutionary network dynamics
Vlasic, Andrew Yardley, (2021)
- More ...
-
A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst, (2013)
-
Two price economies in continuous time
Eberlein, Ernst, (2014)
-
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst, (2014)
- More ...