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Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying; Ma, Chunhua; Scotti, Simone - In: Finance and stochastics 21 (2017) 3, pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
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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
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Stochastic flows and the forward measure
Elliott, Robert J.; Hoek, John van der - In: Finance and stochastics 5 (2001) 4, pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
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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
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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
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Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Finance and stochastics 6 (2002) 3, pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
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The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew; Pérez, José Luis; Budhi Arta Surya; … - In: Finance and stochastics 24 (2020) 4, pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
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Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo; Severino, Federico - In: Finance and stochastics 22 (2018) 4, pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
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Discount models
Filipović, Damir - In: Finance and stochastics 27 (2023) 4, pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001487041