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Stochastischer Prozess
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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subject:"risk-free rate"
(21 results)
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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
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Expected median of a shifted Brownian motion : theory and calculations
Piterbarg, Vladimir V.
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 3-45
Persistent link: https://www.econbiz.de/10012815944
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