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subject:"Interest rate"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Zins"
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Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
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The relationship between risk and maturity in a stochastic setting
Zipkin, Paul Herbert
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001185150
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