scientific article; zbMATH DE number 1253582
From MaRDI portal
Publication:4226828
zbMath0997.90510MaRDI QIDQ4226828
No author found.
Publication date: 23 February 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
Related Items (6)
A numerical PDE approach for pricing callable bonds ⋮ Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process ⋮ Theory of Cryptocurrency Interest Rates ⋮ SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST ⋮ Lévy-Ito models in finance ⋮ On the use of boundary conditions for variational formulations arising in financial mathematics.
This page was built for publication:
