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A cyclical square-root model for the term structure of interest rates
Moreno, Manuel; Platania, Federico - In: European journal of operational research : EJOR 241 (2015) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Jarrow, Robert A. - 2021 - 2nd ed. 2021.
theory with a martingale approach. Based on the author’s extensive teaching and research experience on the topic, it is …
Persistent link: https://www.econbiz.de/10012596937
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Martingale approach in pricing and hedging European options under regime-switching
Milstein, Grigori N.; Spokoiny, Vladimir - 2011
function is evaluated using the martingale approach. The equivalent martingale measure is introduced in a way that the Markov …
Persistent link: https://www.econbiz.de/10010281592