ℹ️
🇬🇧
Search
Search for publications relevant for "short rate models"
short rate models
Publication
Class
Person
Publication
Programmes
Export current view
publication
Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models
2019 |
Faculty of Mathematics and Physics
publication
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
2016 |
Faculty of Mathematics and Physics
