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Routledge Ltd

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Covariance of discounted compound renewal sums with a stochastic interest rate

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Extension of stochastic volatility equity models with the Hull–White interest rate process

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Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 89-105

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Stochastic durations, the convexity effect, and the impact of interest rate changes

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A stochastic approach to modelling the USD/AUD exchange rate: Implications for managing foreign exchange exposure

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International Journal of Managerial Finance, Vol. 1, Iss. 1, 2005-01 ,pp. : 36-48

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