Author: De Schepper A. Heijnen B. Goovaerts M.
Publisher: Taylor & Francis Ltd
ISSN: 0346-1238
Source: Scandinavian Actuarial Journal, Vol.1999, Iss.1, 1999-06, pp. : 1-14
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A multi-quality model of interest rates
By Kijima Masaaki Tanaka Keiichi Wong Tony
Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. :
Negative interest rates and the demand for cash
Journal of Payments Strategy & Systems, Vol. 9, Iss. 4, 2016-01 ,pp. :
A positive interest rate model with sticky barrier
By Kabanov Yuri Kijima Masaaki Rinaz Sofiane
Quantitative Finance, Vol. 7, Iss. 3, 2007-06 ,pp. :
Stochastic Interest Rates and the Bond-Stock Mix
By Brennan M.J.
European Finance Review, Vol. 4, Iss. 2, 2000-01 ,pp. :