scholarly journals Optimal Consumption and Investment Strategies with Stochastic Interest Rates

2001 ◽  
Author(s):  
Claus Munk ◽  
Carsten Sørensen
Keyword(s):  
Interest Rates ◽  
Optimal Consumption ◽  
Investment Strategies ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Optimal Consumption And Investment

Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

2008 ◽  
Author(s):  
Francois Quittard-Pinon ◽  
Rivo A Randrianarivony
Keyword(s):  
Interest Rates ◽  
Stochastic Interest Rates ◽  
Stochastic Interest

A Note on Exchange Options Under Stochastic Interest Rates

2010 ◽  
Author(s):  
Carole Bernard ◽  
Zhenyu Cui
Keyword(s):  
Interest Rates ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Exchange Options

A Hybrid Model for Equity Indices and Stochastic Interest Rates

2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen
Keyword(s):  
Interest Rates ◽  
Hybrid Model ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Equity Indices
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