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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Vasicek interest rate"
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Yield curve
4
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Aufsatz in Zeitschrift
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Hao, Ruili
2
Kung, James J.
1
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1
Liu, Yonghui
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Journal of mathematical finance
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ECONIS (ZBW)
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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
Saved in:
2
Pricing loan CDS with
vasicek
interest
rate
under the contagious model
Liu, Yinglin
;
Hao, Ruili
;
Wang, Zuhua
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011583536
Saved in:
3
Pricing credit default swap under fractional
Vasicek
interest
rate
model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
4
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
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