共 50 条
- [41] Calibrating Short Interest Rate Models in Negative Rate Environments [J]. JOURNAL OF DERIVATIVES, 2017, 24 (04): : 80 - 92
- [42] A heat kernel approach to interest rate models [J]. Japan Journal of Industrial and Applied Mathematics, 2014, 31 : 419 - 439
- [43] Calibration of stochastic models for interest rate derivatives [J]. OPTIMIZATION, 2009, 58 (03) : 373 - 388
- [46] THE IMPACTS OF FINANCIAL CRISIS ON INTEREST RATE MODELS [J]. 8TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, 2014, : 251 - 261
- [49] Stochastic controllability of linear interest rate models [J]. CURRENT TRENDS IN OPERATOR THEORY AND ITS APPLICATIONS, 2004, 149 : 493 - 515