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Stochastic Interest Rates
Mapping Intimacies
◽
10.1142/9789811243288_0010
◽
2021
◽
pp. 297-319
Keyword(s):
Interest Rates
◽
Stochastic Interest Rates
◽
Stochastic Interest
Download Full-text
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Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
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A Note on Exchange Options Under Stochastic Interest Rates
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Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns
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A Hybrid Model for Equity Indices and Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2173273
◽
2012
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Author(s):
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◽
Man Chung Fung
◽
Katja Ignatieva
◽
Eckhard Platen
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Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates
SSRN Electronic Journal
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10.2139/ssrn.2324172
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Revisiting the Classical Models: Black-Scholes and Heston With Stochastic Interest Rates and Term Structure of Volatilities
SSRN Electronic Journal
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10.2139/ssrn.3192823
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2018
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Alberto Bueno-Guerrero
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Stochastic interest rates under rational inattention
The North American Journal of Economics and Finance
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Yingjie Niu
◽
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Interest Rates
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Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
Review of Finance
◽
10.1023/a:1009860926279
◽
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◽
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◽
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Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Journal of Multinational Financial Management
◽
10.1016/s1042-444x(01)00028-7
◽
2001
◽
Vol 11
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◽
pp. 241-268
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Chuang-Chang Chang
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Interest Rates
◽
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