Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy

By Chung San   Yang Hsiao  

Applied Mathematical Finance, Vol. 12, Iss. 2, 2005-06 ,pp. : 121-146

Routledge Ltd

Access to resources Recommend Favorite

A Stochastic Model for Mortality Rate on Italian Data

By Giacometti R.   Ortobelli S.   Bertocchi M.  

Journal of Optimization Theory and Applications, Vol. 149, Iss. 1, 2011-04 ,pp. : 216-228

Springer Publishing Company

Access to resources Recommend Favorite

American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations

By Boyarchenko Svetlana  

Applied Mathematical Finance, Vol. 20, Iss. 1, 2013-03 ,pp. : 26-49

Routledge Ltd

Access to resources Recommend Favorite

A stochastic jump and deterministic dynamics model of impact failure evolution with rate effect

By M. F.X.   Y. L.B.   F. J.K.  

Theoretical and Applied Fracture Mechanics, Vol. 24, Iss. 3, 1996-02 ,pp. : 189-196

Elsevier

Access to resources Recommend Favorite

Calibration of stochastic models for interest rate derivatives

By Rainer Martin  

Optimization, Vol. 58, Iss. 3, 2009-04 ,pp. : 373-388

Taylor & Francis Ltd

Access to resources Recommend Favorite