✦ LIBER ✦

A fractal version of the Hull–White interest rate model

✍ Scribed by Hainaut, Donatien

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Extension of stochastic volatility equit

✍ Grzelak, Lech A.; Oosterlee, Cornelis W.; Van Weeren, Sacha 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 333 KB

The Hull and White Model of the Short Ra

✍ Dwight Grant; Gautam Vora 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 102 KB

Analysis of an affine version of the Hes

✍ Guo, Shimin; Grzelak, Lech A.; Oosterlee, Cornelis W. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 734 KB

A Model of the Term Structure of Interes

✍ G. O. Bierwag and M. A. Grove 📂 Article 📅 1967 🏛 MIT Press 🌐 English ⚖ 434 KB

A Model of the Instantaneous Interest Ra

✍ Ishimura, Naoyuki; Fujita, Takahiko; Nakamura, MasaAki 📂 Article 📅 2013 🏛 Elsevier 🌐 English ⚖ 278 KB

Modeling the term structure of interest

✍ Robert L. Kimmel 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 320 KB