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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing; Hu, Cheng-feng - In: European journal of operational research : EJOR 204 (2010) 2, pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
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Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d' - In: The journal of computational finance 8 (2004/2005) 4, pp. 77-99
Persistent link: https://www.econbiz.de/10002990531
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Effizienzkonzepte und nutzentheoretische Ansätze zur Lösung stochastischer Entscheidungsmodelle
Riess, Markus - 1996
Persistent link: https://www.econbiz.de/10000931828
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1994
Persistent link: https://www.econbiz.de/10000977218
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000983646
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000975144
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Essays on adaptive learning in macroeconomics and finance
Lettau, Martin - 1994
Persistent link: https://www.econbiz.de/10000916150
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On capital accumulation paths in a neoclassical stochastic growth model
Mitra, Kaushik - In: Economic theory : official journal of the Society for … 11 (1998) 2, pp. 457-464
Persistent link: https://www.econbiz.de/10001236022
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1994
Persistent link: https://www.econbiz.de/10000892008