Binder, Andreas; Jadhav, Onkar; Mehrmann, Volker Error analysis of a model order reduction framework for financial risk analysis. (English) Zbl 1492.35355 ETNA, Electron. Trans. Numer. Anal. 55, 469-507 (2022). MSC: 35Q91 35L10 65M60 91G30 91G60 91G80 PDF BibTeX XML Cite \textit{A. Binder} et al., ETNA, Electron. Trans. Numer. Anal. 55, 469--507 (2022; Zbl 1492.35355) Full Text: DOI arXiv Link OpenURL
Chakraborty, Prakash; Lee, Kiseop Bond prices under information asymmetry and a short rate with instantaneous feedback. (English) Zbl 1489.91256 Methodol. Comput. Appl. Probab. 24, No. 2, 613-634 (2022). MSC: 91G20 91G30 60H30 PDF BibTeX XML Cite \textit{P. Chakraborty} and \textit{K. Lee}, Methodol. Comput. Appl. Probab. 24, No. 2, 613--634 (2022; Zbl 1489.91256) Full Text: DOI OpenURL
Bellalah, Mondher; Hakim, Akeb; Si, Kehan; Zhang, Detao Long term optimal investment with regime switching: inflation, information and short sales. (English) Zbl 1494.91131 Ann. Oper. Res. 313, No. 2, 1373-1386 (2022). MSC: 91G10 PDF BibTeX XML Cite \textit{M. Bellalah} et al., Ann. Oper. Res. 313, No. 2, 1373--1386 (2022; Zbl 1494.91131) Full Text: DOI OpenURL
Labihi, O.; Raouj, A. Short sums of multiplicative functions. (Sommes courtes de certaines fonctions multiplicatives.) (French. English summary) Zbl 1497.11016 Int. J. Number Theory 18, No. 8, 1651-1668 (2022). Reviewer: Mehdi Hassani (Zanjan) MSC: 11A25 11N05 11N56 11C08 11N64 PDF BibTeX XML Cite \textit{O. Labihi} and \textit{A. Raouj}, Int. J. Number Theory 18, No. 8, 1651--1668 (2022; Zbl 1497.11016) Full Text: DOI OpenURL
Lorig, Matthew; Suaysom, Natchanon Options on bonds: implied volatilities from affine short-rate dynamics. (English) Zbl 1492.91382 Ann. Finance 18, No. 2, 183-216 (2022). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{M. Lorig} and \textit{N. Suaysom}, Ann. Finance 18, No. 2, 183--216 (2022; Zbl 1492.91382) Full Text: DOI arXiv OpenURL
Song, Yuping; Sun, Zheng; Zhao, Qicheng; Chen, Youyou Variance reduction approach for the volatility over a finite-time horizon. (English) Zbl 07533645 Commun. Stat., Theory Methods 51, No. 11, 3521-3541 (2022). MSC: 62G20 62M05 60J75 62P20 62-XX PDF BibTeX XML Cite \textit{Y. Song} et al., Commun. Stat., Theory Methods 51, No. 11, 3521--3541 (2022; Zbl 07533645) Full Text: DOI OpenURL
Doktorov, Alexander B. Long-term and short-term asymptotes of reaction rate constants in the presence of reactivity anisotropy. (English) Zbl 1482.92128 J. Math. Chem. 60, No. 1, 92-127 (2022). MSC: 92E20 PDF BibTeX XML Cite \textit{A. B. Doktorov}, J. Math. Chem. 60, No. 1, 92--127 (2022; Zbl 1482.92128) Full Text: DOI OpenURL
Ye, Xu-Guo; Zhao, Yan-Yong Jump-robust volatility estimation using dynamic dual-domain integration method. (English) Zbl 07532947 Commun. Stat., Theory Methods 50, No. 5, 1250-1273 (2021). MSC: 60J60 91G70 62-XX PDF BibTeX XML Cite \textit{X.-G. Ye} and \textit{Y.-Y. Zhao}, Commun. Stat., Theory Methods 50, No. 5, 1250--1273 (2021; Zbl 07532947) Full Text: DOI OpenURL
Binder, Andreas; Jadhav, Onkar; Mehrmann, Volker Model order reduction for the simulation of parametric interest rate models in financial risk analysis. (English) Zbl 1485.65092 J. Math. Ind. 11, Paper No. 8, 34 p. (2021). MSC: 65M06 91G60 PDF BibTeX XML Cite \textit{A. Binder} et al., J. Math. Ind. 11, Paper No. 8, 34 p. (2021; Zbl 1485.65092) Full Text: DOI OpenURL
Shinozaki, Yuji Efficient simulation methods for the quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme. (English) Zbl 1479.91447 Quant. Finance 21, No. 7, 1147-1161 (2021). MSC: 91G60 65M99 91G20 91G30 PDF BibTeX XML Cite \textit{Y. Shinozaki}, Quant. Finance 21, No. 7, 1147--1161 (2021; Zbl 1479.91447) Full Text: DOI OpenURL
Im, Sunyoung; Lee, Jonggeon; Cho, Maenghyo Surrogate modeling of elasto-plastic problems via long short-term memory neural networks and proper orthogonal decomposition. (English) Zbl 07415676 Comput. Methods Appl. Mech. Eng. 385, Article ID 114030, 43 p. (2021). MSC: 74C05 65N30 PDF BibTeX XML Cite \textit{S. Im} et al., Comput. Methods Appl. Mech. Eng. 385, Article ID 114030, 43 p. (2021; Zbl 07415676) Full Text: DOI OpenURL
Barski, Michał; Zabczyk, Jerzy A note on generalized CIR equations. (English) Zbl 1492.60158 Commun. Inf. Syst. 21, No. 2, 209-218 (2021). MSC: 60H10 60G51 91G30 PDF BibTeX XML Cite \textit{M. Barski} and \textit{J. Zabczyk}, Commun. Inf. Syst. 21, No. 2, 209--218 (2021; Zbl 1492.60158) Full Text: DOI OpenURL
López, Oscar; Oleaga, Gerardo; Sánchez, Alejandra Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment. (English) Zbl 07335153 Appl. Math. Comput. 395, Article ID 125854, 14 p. (2021). MSC: 91-XX 60-XX PDF BibTeX XML Cite \textit{O. López} et al., Appl. Math. Comput. 395, Article ID 125854, 14 p. (2021; Zbl 07335153) Full Text: DOI OpenURL
Chiou, Paul; Lee, Cheng Few Sharpe performance measure and Treynor performance measure approach to portfolio analysis. (English) Zbl 1454.91216 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2801-2838 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{P. Chiou} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2801--2838 (2021; Zbl 1454.91216) Full Text: DOI OpenURL
Nair, Sharanya; Raghavan, Vasudevan Numerical study of methanol flames in laminar forced convective environment using short chemical kinetics mechanism. (English) Zbl 07475322 Combust. Theory Model. 24, No. 2, 279-306 (2020). MSC: 80Axx 76-XX PDF BibTeX XML Cite \textit{S. Nair} and \textit{V. Raghavan}, Combust. Theory Model. 24, No. 2, 279--306 (2020; Zbl 07475322) Full Text: DOI OpenURL
Bučková, Zuzana; Girová, Zuzana; Stehlíková, Beáta Estimating the domestic short rate in a convergence model of interest rates. (English) Zbl 1475.91370 Tatra Mt. Math. Publ. 75, 33-48 (2020). MSC: 91G30 62M20 PDF BibTeX XML Cite \textit{Z. Bučková} et al., Tatra Mt. Math. Publ. 75, 33--48 (2020; Zbl 1475.91370) Full Text: DOI OpenURL
Hess, Markus A pure-jump mean-reverting short rate model. (English) Zbl 1452.91318 Mod. Stoch., Theory Appl. 7, No. 2, 113-134 (2020). MSC: 91G30 91G20 60G51 60J70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 7, No. 2, 113--134 (2020; Zbl 1452.91318) Full Text: DOI arXiv OpenURL
Fergusson, Kevin Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic. (English) Zbl 1447.91136 ASTIN Bull. 50, No. 2, 381-417 (2020). MSC: 91G05 91G30 91G10 PDF BibTeX XML Cite \textit{K. Fergusson}, ASTIN Bull. 50, No. 2, 381--417 (2020; Zbl 1447.91136) Full Text: DOI Link OpenURL
Shokrollahi, Foad The valuation of European option under subdiffusive fractional Brownian motion of the short rate. (English) Zbl 1447.91184 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020). MSC: 91G20 91G80 60G22 PDF BibTeX XML Cite \textit{F. Shokrollahi}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020; Zbl 1447.91184) Full Text: DOI OpenURL
Yan, Tianshun; Zhao, Yanyong; Wang, Wentao Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. (English) Zbl 07225394 Comput. Stat. 35, No. 2, 539-557 (2020). MSC: 91G30 62P05 60J74 PDF BibTeX XML Cite \textit{T. Yan} et al., Comput. Stat. 35, No. 2, 539--557 (2020; Zbl 07225394) Full Text: DOI OpenURL
Bataa, Erdenebat; Vivian, Andrew; Wohar, Mark Changes in the relationship between short-term interest rate, inflation and growth: evidence from the UK, 1820–2014. (English) Zbl 1443.91207 Bull. Econ. Res. 71, No. 4, 616-640 (2019). MSC: 91B62 91B64 91G30 PDF BibTeX XML Cite \textit{E. Bataa} et al., Bull. Econ. Res. 71, No. 4, 616--640 (2019; Zbl 1443.91207) Full Text: DOI OpenURL
Turfus, C. Closed-form Arrow-Debreu pricing for the Hull-White short rate model. (English) Zbl 1441.91078 Quant. Finance 19, No. 12, 2087-2094 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{C. Turfus}, Quant. Finance 19, No. 12, 2087--2094 (2019; Zbl 1441.91078) Full Text: DOI OpenURL
Chen, Zhijuan; Dong, Yanjie; Zhang, Shunming Which is the important factor that influences the development of the stock market, the investor sentiment or the leverage trading? (Chinese. English summary) Zbl 1449.91143 J. Syst. Sci. Math. Sci. 39, No. 10, 1655-1671 (2019). MSC: 91G15 PDF BibTeX XML Cite \textit{Z. Chen} et al., J. Syst. Sci. Math. Sci. 39, No. 10, 1655--1671 (2019; Zbl 1449.91143) OpenURL
Fergusson, K. Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure. (English) Zbl 1426.91216 Scand. Actuar. J. 2019, No. 10, 867-902 (2019). MSC: 91G05 62P05 91G20 91G30 PDF BibTeX XML Cite \textit{K. Fergusson}, Scand. Actuar. J. 2019, No. 10, 867--902 (2019; Zbl 1426.91216) Full Text: DOI Link OpenURL
Grobler, G. L. The absence of diffusion in the South African short rate. (English) Zbl 1463.91182 S. Afr. Stat. J. 53, No. 1, 15-30 (2019). MSC: 91G30 62P05 60J74 PDF BibTeX XML Cite \textit{G. L. Grobler}, S. Afr. Stat. J. 53, No. 1, 15--30 (2019; Zbl 1463.91182) Full Text: Link OpenURL
V’yugin, Vladimir; Trunov, Vladimir Online aggregation of unbounded losses using shifting experts with confidence. (English) Zbl 1483.68324 Mach. Learn. 108, No. 3, 425-444 (2019). MSC: 68T05 62P30 68W27 PDF BibTeX XML Cite \textit{V. V'yugin} and \textit{V. Trunov}, Mach. Learn. 108, No. 3, 425--444 (2019; Zbl 1483.68324) Full Text: DOI arXiv OpenURL
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia Calibration of short rate term structure models from bid-ask coupon bond prices. (English) Zbl 07546913 Physica A 492, 1456-1472 (2018). MSC: 82-XX PDF BibTeX XML Cite \textit{E. Gomes-Gonçalves} et al., Physica A 492, 1456--1472 (2018; Zbl 07546913) Full Text: DOI OpenURL
Girová, Zuzana; Stehíková, Beáta Effect of correlation on bond prices in short rate models of interest rates. (English) Zbl 1474.60174 Math. Morav. 22, No. 2, 89-101 (2018). MSC: 60H30 35K10 35R60 91B70 91G20 PDF BibTeX XML Cite \textit{Z. Girová} and \textit{B. Stehíková}, Math. Morav. 22, No. 2, 89--101 (2018; Zbl 1474.60174) Full Text: DOI OpenURL
Lin, Hongxi; Jiang, Liang Parameter estimation of Hull-White model for short term interest rate. (Chinese. English summary) Zbl 1438.91170 Math. Pract. Theory 48, No. 24, 144-151 (2018). MSC: 91G30 62P05 62F10 PDF BibTeX XML Cite \textit{H. Lin} and \textit{L. Jiang}, Math. Pract. Theory 48, No. 24, 144--151 (2018; Zbl 1438.91170) OpenURL
Alweiss, Ryan; Luo, Sammy Bounded gaps between primes in short intervals. (English) Zbl 1441.11239 Res. Number Theory 4, No. 2, Paper No. 15, 27 p. (2018). MSC: 11N05 11N56 11N25 PDF BibTeX XML Cite \textit{R. Alweiss} and \textit{S. Luo}, Res. Number Theory 4, No. 2, Paper No. 15, 27 p. (2018; Zbl 1441.11239) Full Text: DOI arXiv OpenURL
Wang, Xinpei; Yan, Chang; Shi, Bo; Liu, Changchun; Karmakar, Chandan; Li, Peng Does the temporal asymmetry of short-term heart rate variability change during regular walking? A pilot study of healthy young subjects. (English) Zbl 1411.92068 Comput. Math. Methods Med. 2018, Article ID 3543048, 9 p. (2018). MSC: 92C30 PDF BibTeX XML Cite \textit{X. Wang} et al., Comput. Math. Methods Med. 2018, Article ID 3543048, 9 p. (2018; Zbl 1411.92068) Full Text: DOI OpenURL
Wang, Jixia; Wang, Tianxiu The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates. (Chinese. English summary) Zbl 1424.91062 J. Zhengzhou Univ., Nat. Sci. Ed. 50, No. 3, 94-99 (2018). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{J. Wang} and \textit{T. Wang}, J. Zhengzhou Univ., Nat. Sci. Ed. 50, No. 3, 94--99 (2018; Zbl 1424.91062) Full Text: DOI OpenURL
Chen, Xiaowei; Gao, Jinwu Two-factor term structure model with uncertain volatility risk. (English) Zbl 1398.91624 Soft Comput. 22, No. 17, 5835-5841 (2018). MSC: 91G30 91G20 91G60 34A07 PDF BibTeX XML Cite \textit{X. Chen} and \textit{J. Gao}, Soft Comput. 22, No. 17, 5835--5841 (2018; Zbl 1398.91624) Full Text: DOI OpenURL
Eisenberg, Julia Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate. (English) Zbl 1386.93305 Stoch. Models 34, No. 2, 139-153 (2018). MSC: 93E20 60H10 49L20 91B42 PDF BibTeX XML Cite \textit{J. Eisenberg}, Stoch. Models 34, No. 2, 139--153 (2018; Zbl 1386.93305) Full Text: DOI arXiv OpenURL
Keller-Ressel, Martin Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. (English) Zbl 1396.91782 Finance Stoch. 22, No. 2, 503-510 (2018). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G30 60J25 PDF BibTeX XML Cite \textit{M. Keller-Ressel}, Finance Stoch. 22, No. 2, 503--510 (2018; Zbl 1396.91782) Full Text: DOI OpenURL
Morozov, Evgeniĭ Mikhaĭlovich The growth of short cracks under cyclic loading: implementation in Fidesys. (Russian. English summary) Zbl 1434.74008 Chebyshevskiĭ Sb. 18, No. 3(63), 417-427 (2017). MSC: 74-10 74S05 74R20 PDF BibTeX XML Cite \textit{E. M. Morozov}, Chebyshevskiĭ Sb. 18, No. 3(63), 417--427 (2017; Zbl 1434.74008) Full Text: DOI MNR OpenURL
Guo, Zhidong Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime. (English) Zbl 07191953 J. Stat. Comput. Simulation 87, No. 3, 519-529 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Guo}, J. Stat. Comput. Simulation 87, No. 3, 519--529 (2017; Zbl 07191953) Full Text: DOI OpenURL
Salmasi, Mehrdad; Stemmler, Martin; Glasauer, Stefan; Loebel, Alex Information rate analysis of a synaptic release site using a two-state model of short-term depression. (English) Zbl 1414.92119 Neural Comput. 29, No. 6, 1528-1560 (2017). MSC: 92C20 PDF BibTeX XML Cite \textit{M. Salmasi} et al., Neural Comput. 29, No. 6, 1528--1560 (2017; Zbl 1414.92119) Full Text: DOI OpenURL
Hahn, Jaehoon; Jang, Woon Wook; Kim, Seongjin Risk aversion, uncertainty, and monetary policy in zero lower bound environments. (English) Zbl 1396.91527 Econ. Lett. 156, 118-122 (2017). MSC: 91B64 PDF BibTeX XML Cite \textit{J. Hahn} et al., Econ. Lett. 156, 118--122 (2017; Zbl 1396.91527) Full Text: DOI OpenURL
Grbac, Zorana; Meneghello, Laura; Runggaldier, Wolfgang J. Derivative pricing for a multi-curve extension of the Gaussian, exponentially quadratic short rate model. (English) Zbl 1398.91594 Glau, Kathrin (ed.) et al., Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 – April 1, 2015. Cham: Springer Open (ISBN 978-3-319-33445-5/hbk; 978-3-319-33446-2/ebook). Springer Proceedings in Mathematics & Statistics 165, 191-226 (2016). MSC: 91G20 91G30 60G44 PDF BibTeX XML Cite \textit{Z. Grbac} et al., Springer Proc. Math. Stat. 165, 191--226 (2016; Zbl 1398.91594) Full Text: DOI arXiv OpenURL
Buckova, Zuzana; Stehlíková, Beáta; Ševčović, Daniel Numerical and analytical methods for bond pricing in short rate convergence models of interest rates. (English) Zbl 1411.91547 Int. J. Math. Game Theory Algebra 25, No. 2, 177-219 (2016). MSC: 91G20 60H15 91G30 91G60 PDF BibTeX XML Cite \textit{Z. Buckova} et al., Int. J. Math. Game Theory Algebra 25, No. 2, 177--219 (2016; Zbl 1411.91547) Full Text: arXiv OpenURL
Kumar, Roushan; Kumar, Anil; Mukhopadhyay, Santwana An investigation on thermoelastic interactions under two-temperature thermoelasticity with two relaxation parameters. (English) Zbl 1370.74046 Math. Mech. Solids 21, No. 6, 725-736 (2016). MSC: 74F05 74H10 PDF BibTeX XML Cite \textit{R. Kumar} et al., Math. Mech. Solids 21, No. 6, 725--736 (2016; Zbl 1370.74046) Full Text: DOI OpenURL
Klein, Irene; Schmidt, Thorsten; Teichmann, Josef No arbitrage theory for bond markets. (English) Zbl 1367.91183 Kallsen, Jan (ed.) et al., Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22–25, 2015. Cham: Springer (ISBN 978-3-319-45873-1/hbk; 978-3-319-45875-5/ebook). Springer Proceedings in Mathematics & Statistics 189, 381-421 (2016). MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{I. Klein} et al., Springer Proc. Math. Stat. 189, 381--421 (2016; Zbl 1367.91183) Full Text: DOI OpenURL
Kostadinova, Sanja; Pilipović, Stevan; Saneva, Katerina; Vindas, Jasson The short-time fourier transform of distributions of exponential type and Tauberian theorems for shift-asymptotics. (English) Zbl 1462.81119 Filomat 30, No. 11, 3047-3061 (2016). MSC: 81S30 40E05 26A12 41A60 46F05 46F12 PDF BibTeX XML Cite \textit{S. Kostadinova} et al., Filomat 30, No. 11, 3047--3061 (2016; Zbl 1462.81119) Full Text: DOI arXiv OpenURL
Jiang, Liang; Lin, Hongxi Parametric estimation of Hull-White model for stochastic volatility. (Chinese. English summary) Zbl 1374.62146 J. Syst. Eng. 31, No. 5, 633-642 (2016). MSC: 62P05 62G07 62F12 91G30 PDF BibTeX XML Cite \textit{L. Jiang} and \textit{H. Lin}, J. Syst. Eng. 31, No. 5, 633--642 (2016; Zbl 1374.62146) Full Text: DOI OpenURL
Chawla, Man M. No-arbitrage in Heath-Jarrow-Morton model and the bond pricing equation. (English) Zbl 1409.91230 Int. J. Appl. Math. 29, No. 5, 583-596 (2016). MSC: 91G20 91G30 35Q91 PDF BibTeX XML Cite \textit{M. M. Chawla}, Int. J. Appl. Math. 29, No. 5, 583--596 (2016; Zbl 1409.91230) Full Text: DOI OpenURL
Chawla, Man M. On the four-parameter bond pricing model. (English) Zbl 1380.91136 Int. J. Appl. Math. 29, No. 1, 53-68 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G30 91G20 60G50 60H10 60H30 PDF BibTeX XML Cite \textit{M. M. Chawla}, Int. J. Appl. Math. 29, No. 1, 53--68 (2016; Zbl 1380.91136) Full Text: DOI OpenURL
Chen, Zhiyong; Jiang, Liang HJM-based short rate model with stochastic volatilities. (Chinese. English summary) Zbl 1363.91121 J. Syst. Eng. 31, No. 2, 202-213 (2016). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{L. Jiang}, J. Syst. Eng. 31, No. 2, 202--213 (2016; Zbl 1363.91121) Full Text: DOI OpenURL
Hu, Shaoyong; Chen, Shouting On the stationary property of a reflected Cox-Ingersoll-Ross interest rate model driven by a Lévy process. (English) Zbl 1363.91122 Chin. J. Appl. Probab. Stat. 32, No. 3, 290-300 (2016). MSC: 91G30 60G10 60G51 PDF BibTeX XML Cite \textit{S. Hu} and \textit{S. Chen}, Chin. J. Appl. Probab. Stat. 32, No. 3, 290--300 (2016; Zbl 1363.91122) Full Text: DOI OpenURL
Taylor, Stephen; Glasgow, Scott; Taylor, James; Vecer, Jan Explicit density approximations for local volatility models using heat kernel expansions. (English) Zbl 1349.35149 Methodol. Comput. Appl. Probab. 18, No. 3, 847-867 (2016). MSC: 35K08 91G20 PDF BibTeX XML Cite \textit{S. Taylor} et al., Methodol. Comput. Appl. Probab. 18, No. 3, 847--867 (2016; Zbl 1349.35149) Full Text: DOI OpenURL
Lin, Fuming; Peng, Zuoxiang; Yu, Kaizhi Convergence rate of extremes for the generalized short-tailed symmetric distribution. (English) Zbl 1348.62048 Bull. Korean Math. Soc. 53, No. 5, 1549-1566 (2016). MSC: 62E20 60G70 60F15 60F05 PDF BibTeX XML Cite \textit{F. Lin} et al., Bull. Korean Math. Soc. 53, No. 5, 1549--1566 (2016; Zbl 1348.62048) Full Text: DOI Link OpenURL
Matomäki, Kaisa; Radziwiłł, Maksym Multiplicative functions in short intervals. (English) Zbl 1339.11084 Ann. Math. (2) 183, No. 3, 1015-1056 (2016). Reviewer: Mehdi Hassani (Zanjan) MSC: 11N37 11N56 PDF BibTeX XML Cite \textit{K. Matomäki} and \textit{M. Radziwiłł}, Ann. Math. (2) 183, No. 3, 1015--1056 (2016; Zbl 1339.11084) Full Text: DOI arXiv Link OpenURL
Hull, John; White, Alan A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions. (English) Zbl 1398.91598 Quant. Finance 15, No. 3, 443-454 (2015). MSC: 91G20 91G30 05C90 PDF BibTeX XML Cite \textit{J. Hull} and \textit{A. White}, Quant. Finance 15, No. 3, 443--454 (2015; Zbl 1398.91598) Full Text: DOI OpenURL
Deng, Guohe Pricing American put option on zero-coupon bond in a jump-extended CIR model. (English) Zbl 1329.91129 Commun. Nonlinear Sci. Numer. Simul. 22, No. 1-3, 186-196 (2015). MSC: 91G20 60G40 91G60 PDF BibTeX XML Cite \textit{G. Deng}, Commun. Nonlinear Sci. Numer. Simul. 22, No. 1--3, 186--196 (2015; Zbl 1329.91129) Full Text: DOI OpenURL
Mauthe, Steffen; Miehe, Christian Variational gradient plasticity: local-global updates, regularization and laminate microstructures in single crystals. (English) Zbl 1411.74020 Conti, Sergio (ed.) et al., Analysis and computation of microstructure in finite plasticity. Cham: Springer. Lect. Notes Appl. Comput. Mech. 78, 89-123 (2015). MSC: 74C15 74E15 74G65 74A60 74S05 PDF BibTeX XML Cite \textit{S. Mauthe} and \textit{C. Miehe}, Lect. Notes Appl. Comput. Mech. 78, 89--123 (2015; Zbl 1411.74020) Full Text: DOI OpenURL
Inoue, Akihiko; Moriuchi, Shingo; Nakamura, Yusuke A Vasicek-type short rate model with memory effect. (English) Zbl 1332.60101 Stochastic Anal. Appl. 33, No. 6, 1068-1082 (2015). MSC: 60H30 60H10 91G80 91G30 91G20 60H35 65C30 PDF BibTeX XML Cite \textit{A. Inoue} et al., Stochastic Anal. Appl. 33, No. 6, 1068--1082 (2015; Zbl 1332.60101) Full Text: DOI arXiv OpenURL
Eisenberg, Julia Optimal dividends under a stochastic interest rate. (English) Zbl 1348.91143 Insur. Math. Econ. 65, 259-266 (2015). MSC: 91B30 93E20 49L20 49L25 PDF BibTeX XML Cite \textit{J. Eisenberg}, Insur. Math. Econ. 65, 259--266 (2015; Zbl 1348.91143) Full Text: DOI OpenURL
Chawla, Man M. A four-parameter interest rates model incorporating average of past short rates. (English) Zbl 1351.91022 Int. J. Appl. Math. 28, No. 1, 51-64 (2015). MSC: 91G30 PDF BibTeX XML Cite \textit{M. M. Chawla}, Int. J. Appl. Math. 28, No. 1, 51--64 (2015; Zbl 1351.91022) OpenURL
Grbac, Zorana; Runggaldier, Wolfgang J. Interest rate modeling: post-crisis challenges and approaches. (English) Zbl 1418.91553 SpringerBriefs in Quantitative Finance. Cham: Springer (ISBN 978-3-319-25383-1/pbk; 978-3-319-25385-5/ebook). xiii, 140 p. (2015). Reviewer: Stefan Tappe (Freiburg) MSC: 91G30 91G20 91G40 60H30 PDF BibTeX XML Cite \textit{Z. Grbac} and \textit{W. J. Runggaldier}, Interest rate modeling: post-crisis challenges and approaches. Cham: Springer (2015; Zbl 1418.91553) Full Text: DOI OpenURL
Chang, Liu; Chen, Shouting; Zhu, Ailin Properties of the Cox-Ingersoll-Ross interest rate processes with two-sided reflections. (English) Zbl 1337.60149 Commun. Stat., Theory Methods 44, No. 4, 657-670 (2015). MSC: 60H30 60H10 60J60 60J55 60J35 91G30 91G80 91B02 44A10 PDF BibTeX XML Cite \textit{L. Chang} et al., Commun. Stat., Theory Methods 44, No. 4, 657--670 (2015; Zbl 1337.60149) Full Text: DOI OpenURL
Alfonsi, Aurélien Affine diffusions and related processes: simulation, theory and applications. (English) Zbl 1387.60002 Bocconi & Springer Series 6. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-319-05220-5/hbk; 978-3-319-05221-2/ebook). xiii, 252 p. (2015). Reviewer: Heinrich Hering (Rockenberg) MSC: 60-02 91-02 60J20 60J70 60H30 91G70 62P05 65C30 91B25 91B70 91G60 PDF BibTeX XML Cite \textit{A. Alfonsi}, Affine diffusions and related processes: simulation, theory and applications. Milano: Bocconi University Press; Cham: Springer (2015; Zbl 1387.60002) Full Text: DOI OpenURL
Israfilov, R. M.; Savel’eva, E. V. Waves in a porous viscoelastic material saturated with a fluid. (English. Russian original) Zbl 1314.76042 Int. Appl. Mech. 50, No. 6, 688-698 (2014); translation from Prikl. Mekh., Kiev 50, No. 6, 97-109 (2014). MSC: 76S05 74B99 74F10 74H05 65R10 74D99 PDF BibTeX XML Cite \textit{R. M. Israfilov} and \textit{E. V. Savel'eva}, Int. Appl. Mech. 50, No. 6, 688--698 (2014; Zbl 1314.76042); translation from Prikl. Mekh., Kiev 50, No. 6, 97--109 (2014) Full Text: DOI OpenURL
Chen, Shouquan; Feng, Bo Rates of convergence of extreme for STSD under power normalization. (English) Zbl 1304.60037 J. Korean Stat. Soc. 43, No. 4, 609-619 (2014). MSC: 60F15 60G70 PDF BibTeX XML Cite \textit{S. Chen} and \textit{B. Feng}, J. Korean Stat. Soc. 43, No. 4, 609--619 (2014; Zbl 1304.60037) Full Text: DOI OpenURL
Wang, Weike; Xu, Xin The decay rate of solution for the bipolar Navier-Stokes-Poisson system. (English) Zbl 1304.35509 J. Math. Phys. 55, No. 9, 091502, 22 p. (2014). Reviewer: Jürgen Socolowsky (Brandenburg an der Havel) MSC: 35Q30 35K15 76W05 76D99 35B40 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Xu}, J. Math. Phys. 55, No. 9, 091502, 22 p. (2014; Zbl 1304.35509) Full Text: DOI OpenURL
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; Zakamulin, Valeriy The CARMA interest rate model. (English) Zbl 1290.91170 Int. J. Theor. Appl. Finance 17, No. 2, Article ID 1450008, 27 p. (2014). MSC: 91G30 62P05 62M10 91G70 PDF BibTeX XML Cite \textit{A. Andresen} et al., Int. J. Theor. Appl. Finance 17, No. 2, Article ID 1450008, 27 p. (2014; Zbl 1290.91170) Full Text: DOI OpenURL
Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Yor, Marc A simple stochastic rate model for rate equity hybrid products. (English) Zbl 1396.91780 Appl. Math. Finance 20, No. 5-6, 461-488 (2013). MSC: 91G30 60G51 60H30 PDF BibTeX XML Cite \textit{E. Eberlein} et al., Appl. Math. Finance 20, No. 5--6, 461--488 (2013; Zbl 1396.91780) Full Text: DOI OpenURL
Krippner, Leo Measuring the stance of monetary policy in zero lower bound environments. (English) Zbl 1284.91402 Econ. Lett. 118, No. 1, 135-138 (2013). MSC: 91B64 PDF BibTeX XML Cite \textit{L. Krippner}, Econ. Lett. 118, No. 1, 135--138 (2013; Zbl 1284.91402) Full Text: DOI Link OpenURL
Detering, Nils; Weber, Andreas; Wystup, Uwe Return distributions of equity-linked retirement plans under jump and interest rate risk. (English) Zbl 1278.91135 Eur. Actuar. J. 3, No. 1, 203-228 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{N. Detering} et al., Eur. Actuar. J. 3, No. 1, 203--228 (2013; Zbl 1278.91135) Full Text: DOI OpenURL
Pirjol, Dan Explosive behavior in a log-normal interest rate model. (English) Zbl 1271.91105 Int. J. Theor. Appl. Finance 16, No. 4, Article ID 1350023, 23 p. (2013). MSC: 91G30 PDF BibTeX XML Cite \textit{D. Pirjol}, Int. J. Theor. Appl. Finance 16, No. 4, Article ID 1350023, 23 p. (2013; Zbl 1271.91105) Full Text: DOI arXiv OpenURL
Abadi, Miguel; Lambert, Rodrigo The distribution of the short-return function. (English) Zbl 1309.37014 Nonlinearity 26, No. 5, 1143-1162 (2013). Reviewer: Chryssoula Ganatsiou (Larissa) MSC: 37A50 41A25 60Axx 60C05 60Fxx PDF BibTeX XML Cite \textit{M. Abadi} and \textit{R. Lambert}, Nonlinearity 26, No. 5, 1143--1162 (2013; Zbl 1309.37014) Full Text: DOI arXiv OpenURL
Fink, Holger; Klüppelberg, Claudia; Zähle, Martina Conditional distributions of processes related to fractional Brownian motion. (English) Zbl 1281.60037 J. Appl. Probab. 50, No. 1, 166-183 (2013). Reviewer: Elisa Alòs (Barcelona) MSC: 60G22 60G15 60H10 60H20 91G30 60G10 91G60 PDF BibTeX XML Cite \textit{H. Fink} et al., J. Appl. Probab. 50, No. 1, 166--183 (2013; Zbl 1281.60037) Full Text: DOI Euclid OpenURL
Biagini, Francesca; Fink, Holger; Klüppelberg, Claudia A fractional credit model with long range dependent default rate. (English) Zbl 1268.91166 Stochastic Processes Appl. 123, No. 4, 1319-1347 (2013). MSC: 91G20 60G12 60G51 60H10 60H20 91B70 60G10 PDF BibTeX XML Cite \textit{F. Biagini} et al., Stochastic Processes Appl. 123, No. 4, 1319--1347 (2013; Zbl 1268.91166) Full Text: DOI OpenURL
Chen, Young-Long; Li, Chih-Peng; Wang, Jyu-Wei; Wen, Jyh-Horng Performance analysis of a distributed fixed-step power control algorithm via window concept in cellular mobile systems. (English) Zbl 1255.93050 Commun. Nonlinear Sci. Numer. Simul. 18, No. 4, 1057-1070 (2013). MSC: 93B40 93C95 94A40 PDF BibTeX XML Cite \textit{Y.-L. Chen} et al., Commun. Nonlinear Sci. Numer. Simul. 18, No. 4, 1057--1070 (2013; Zbl 1255.93050) Full Text: DOI OpenURL
Bordellès, Olivier Multiplicative functions over short segments. (English) Zbl 1325.11007 Acta Arith. 157, No. 1, 1-10 (2013). Reviewer: Mehdi Hassani (Zanjan) MSC: 11A25 11L07 11N56 PDF BibTeX XML Cite \textit{O. Bordellès}, Acta Arith. 157, No. 1, 1--10 (2013; Zbl 1325.11007) Full Text: DOI OpenURL
Jiang, Liang; Xin, Dingyao Calibration parameters for the Hull-White short-term rate model based on a regularization method. (Chinese. English summary) Zbl 1274.91449 J. Tongji Univ., Nat. Sci. 40, No. 10, 1577-1581 (2012). MSC: 91G30 91G70 62F10 PDF BibTeX XML Cite \textit{L. Jiang} and \textit{D. Xin}, J. Tongji Univ., Nat. Sci. 40, No. 10, 1577--1581 (2012; Zbl 1274.91449) Full Text: DOI OpenURL
Ivić, Aleksandar On the Rankin-Selberg problem in short intervals. (English) Zbl 1284.11125 Mosc. J. Comb. Number Theory 2, No. 3, 3-17 (2012). MSC: 11N37 44A15 26A12 PDF BibTeX XML Cite \textit{A. Ivić}, Mosc. J. Comb. Number Theory 2, No. 3, 3--17 (2012; Zbl 1284.11125) Full Text: arXiv OpenURL
Martinez-Mateo, Jesus; Elkouss, David; Martin, Vicente Blind reconciliation. (English) Zbl 1263.81135 Quantum Inf. Comput. 12, No. 9-10, 791-812 (2012). MSC: 81P94 94A60 PDF BibTeX XML Cite \textit{J. Martinez-Mateo} et al., Quantum Inf. Comput. 12, No. 9--10, 791--812 (2012; Zbl 1263.81135) Full Text: arXiv OpenURL
Zíková, Zuzana; Stehlíková, Beáta Convergence model of interest rates of CKLS type. (English) Zbl 1256.93114 Kybernetika 48, No. 3, 567-586 (2012). MSC: 93E12 62M10 60H15 91B64 PDF BibTeX XML Cite \textit{Z. Zíková} and \textit{B. Stehlíková}, Kybernetika 48, No. 3, 567--586 (2012; Zbl 1256.93114) Full Text: Link OpenURL
Audrino, Francesco What drives short rate dynamics? A functional gradient descent approach. (English) Zbl 1242.91200 Comput. Econ. 39, No. 3, 315-335 (2012). MSC: 91G30 PDF BibTeX XML Cite \textit{F. Audrino}, Comput. Econ. 39, No. 3, 315--335 (2012; Zbl 1242.91200) Full Text: DOI Link OpenURL
Privault, Nicolas An elementary introduction to stochastic interest rate modeling. 2nd ed. (English) Zbl 1248.91002 Advanced Series on Statistical Science & Applied Probability 16. Hackensack, NJ: World Scientific (ISBN 978-981-4390-85-9/hbk; 978-981-4390-86-6/ebook). xiii, 228 p. (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-01 91B24 91G30 60H05 60H30 PDF BibTeX XML Cite \textit{N. Privault}, An elementary introduction to stochastic interest rate modeling. 2nd ed. Hackensack, NJ: World Scientific (2012; Zbl 1248.91002) Full Text: Link OpenURL
Henriot, Kevin Nair-Tenenbaum bounds uniform with respect to the discriminant. (English) Zbl 1255.11048 Math. Proc. Camb. Philos. Soc. 152, No. 3, 405-424 (2012); erratum ibid. 157, No. 2, 375-377 (2014). Reviewer: Angel V. Kumchev (Towson) MSC: 11N37 11N56 PDF BibTeX XML Cite \textit{K. Henriot}, Math. Proc. Camb. Philos. Soc. 152, No. 3, 405--424 (2012; Zbl 1255.11048) Full Text: DOI arXiv Backlinks: MO OpenURL
Pascucci, Andrea; Runggaldier, Wolfgang J. Financial mathematics. Theory and problems for multi-period models. Translated and extended version of the original Italian edition. (English) Zbl 1247.91001 Unitext 59. La Matematica per il 3+2. Milano: Springer (ISBN 978-88-470-2537-0/pbk; 978-88-470-2538-7/ebook). ix, 288 p. (2012). Reviewer: Tamás Mátrai (Budapest) MSC: 91-01 91G20 91G30 91B16 PDF BibTeX XML Cite \textit{A. Pascucci} and \textit{W. J. Runggaldier}, Financial mathematics. Theory and problems for multi-period models. Translated and extended version of the original Italian edition. Milano: Springer (2012; Zbl 1247.91001) Full Text: DOI OpenURL
Spreij, Peter; Veerman, Enno; Vlaar, Peter An affine two-factor heteroskedastic macro-finance term structure model. (English) Zbl 1239.91173 Appl. Math. Finance 18, No. 3-4, 331-352 (2011). MSC: 91G30 91G70 65C05 91G60 PDF BibTeX XML Cite \textit{P. Spreij} et al., Appl. Math. Finance 18, No. 3--4, 331--352 (2011; Zbl 1239.91173) Full Text: DOI OpenURL
Bazzanella, Danilo On the divisor function in short intervals. (English) Zbl 1272.11108 Arch. Math. 97, No. 5, 453-458 (2011). Reviewer: Aleksandar Ivić (Beograd) MSC: 11N37 11N56 PDF BibTeX XML Cite \textit{D. Bazzanella}, Arch. Math. 97, No. 5, 453--458 (2011; Zbl 1272.11108) Full Text: DOI Link OpenURL
Brigo, Damiano; Pallavicini, Andrea; Papatheodorou, Vasileios Arbitrage-free valuation of bilateral counterparty risk for interest-rate products: impact of volatilities and correlations. (English) Zbl 1282.91353 Int. J. Theor. Appl. Finance 14, No. 6, 773-802 (2011). MSC: 91G30 91G40 60H30 91G20 PDF BibTeX XML Cite \textit{D. Brigo} et al., Int. J. Theor. Appl. Finance 14, No. 6, 773--802 (2011; Zbl 1282.91353) Full Text: DOI arXiv OpenURL
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut Multiscale stochastic volatility for equity, interest rate, and credit derivatives. (English) Zbl 1248.91003 Cambridge: Cambridge University Press (ISBN 978-0-521-84358-4/hbk). xiii, 441 p. (2011). Reviewer: Tamás Mátrai (Budapest) MSC: 91-02 91G20 91G30 91G40 91G80 35C20 60H30 PDF BibTeX XML Cite \textit{J.-P. Fouque} et al., Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Cambridge: Cambridge University Press (2011; Zbl 1248.91003) Full Text: DOI OpenURL
Jędrzejewska-Szmek, Joanna; Żygierewicz, Jarosław Depressing synapse as a detector of frequency change. (English) Zbl 1407.92032 J. Theor. Biol. 266, No. 3, 380-390 (2010). MSC: 92C20 PDF BibTeX XML Cite \textit{J. Jędrzejewska-Szmek} and \textit{J. Żygierewicz}, J. Theor. Biol. 266, No. 3, 380--390 (2010; Zbl 1407.92032) Full Text: DOI HAL OpenURL
Mesarović, Siniša Đ. Plasticity of crystals and interfaces: from discrete dislocations to size-dependent continuum theory. (English) Zbl 1299.74002 Theor. Appl. Mech. (Belgrade) 37, No. 4, 289-332 (2010). MSC: 74-02 74C15 74E05 74E15 PDF BibTeX XML Cite \textit{S. Đ. Mesarović}, Theor. Appl. Mech. (Belgrade) 37, No. 4, 289--332 (2010; Zbl 1299.74002) Full Text: DOI OpenURL
Zhang, Tingting; Kou, S. C. Nonparametric inference of doubly stochastic Poisson process data via the kernel method. (English) Zbl 1220.62037 Ann. Appl. Stat. 4, No. 4, 1913-1941 (2010). MSC: 62G07 62M09 92C05 62E20 62P35 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{S. C. Kou}, Ann. Appl. Stat. 4, No. 4, 1913--1941 (2010; Zbl 1220.62037) Full Text: DOI arXiv OpenURL
Chawla, Man M. On solutions of the bond pricing equation. (English) Zbl 1206.91038 Int. J. Appl. Math. 23, No. 4, 661-680 (2010). MSC: 91B25 91G30 91B30 PDF BibTeX XML Cite \textit{M. M. Chawla}, Int. J. Appl. Math. 23, No. 4, 661--680 (2010; Zbl 1206.91038) OpenURL
Cui, Zhenyu; Mcleish, Don Comment on “Option pricing under the Merton model of the short rate” by Kung and Lee. (English) Zbl 1200.91289 Math. Comput. Simul. 81, No. 1, 1-4 (2010). MSC: 91G20 91G80 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{D. Mcleish}, Math. Comput. Simul. 81, No. 1, 1--4 (2010; Zbl 1200.91289) Full Text: DOI OpenURL
Hansson, P.; Melin, S. Grain boundary influence on short fatigue crack growth rate. (English) Zbl 1426.74279 Int. J. Fract. 165, No. 2, 199-210 (2010). MSC: 74R99 74M25 74S15 PDF BibTeX XML Cite \textit{P. Hansson} and \textit{S. Melin}, Int. J. Fract. 165, No. 2, 199--210 (2010; Zbl 1426.74279) Full Text: DOI OpenURL
Kaplun, A. The continuous-time Ehrenfest process in term structure modelling. (English) Zbl 1202.91334 J. Appl. Probab. 47, No. 3, 693-712 (2010). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G30 60J28 91G20 33C52 PDF BibTeX XML Cite \textit{A. Kaplun}, J. Appl. Probab. 47, No. 3, 693--712 (2010; Zbl 1202.91334) Full Text: DOI arXiv OpenURL
Hansson, P. Crack growth rates for short fatigue cracks simulated using a discrete dislocation technique. (English) Zbl 1273.74446 Int. J. Fatigue 31, No. 8-9, 1346-1355 (2009). MSC: 74R10 74S30 74M25 PDF BibTeX XML Cite \textit{P. Hansson}, Int. J. Fatigue 31, No. 8--9, 1346--1355 (2009; Zbl 1273.74446) Full Text: DOI Link OpenURL
Hara, Chiaki Heterogeneous impatience in a continuous-time model. (English) Zbl 1255.91218 Math. Financ. Econ. 2, No. 2, 129-149 (2009). MSC: 91B42 91G70 91B16 91B30 PDF BibTeX XML Cite \textit{C. Hara}, Math. Financ. Econ. 2, No. 2, 129--149 (2009; Zbl 1255.91218) Full Text: DOI Link OpenURL
Tsokos, Chris P.; Xu, Yong Modeling carbon dioxide emissions with a system of differential equations. (English) Zbl 1238.86002 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e1182-e1197 (2009). MSC: 86A10 86A32 35Q86 PDF BibTeX XML Cite \textit{C. P. Tsokos} and \textit{Y. Xu}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e1182--e1197 (2009; Zbl 1238.86002) Full Text: DOI OpenURL
Filipović, Damir; Mayerhofer, Eberhard Affine diffusion processes: theory and applications. (English) Zbl 1205.91068 Albrecher, Hansjörg (ed.) et al., Advanced financial modelling. Berlin: Walter de Gruyter (ISBN 978-3-11-021313-3/hbk; 978-3-11-021314-0/ebook). Radon Series on Computational and Applied Mathematics 8, 125-164 (2009). Reviewer: Youssef El-Khatib (Al-Ain) MSC: 91B25 91G10 60J60 91B70 PDF BibTeX XML Cite \textit{D. Filipović} and \textit{E. Mayerhofer}, Radon Ser. Comput. Appl. Math. 8, 125--164 (2009; Zbl 1205.91068) Full Text: arXiv OpenURL
Kraft, Holger Optimal portfolios with stochastic short rate: pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded. (English) Zbl 1201.91188 Int. J. Theor. Appl. Finance 12, No. 6, 767-796 (2009). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{H. Kraft}, Int. J. Theor. Appl. Finance 12, No. 6, 767--796 (2009; Zbl 1201.91188) Full Text: DOI OpenURL
Kung, James J.; Lee, Lung-Sheng Option pricing under the Merton model of the short rate. (English) Zbl 1180.91290 Math. Comput. Simul. 80, No. 2, 378-386 (2009). MSC: 91G20 91G80 PDF BibTeX XML Cite \textit{J. J. Kung} and \textit{L.-S. Lee}, Math. Comput. Simul. 80, No. 2, 378--386 (2009; Zbl 1180.91290) Full Text: DOI OpenURL
Ivić, Aleksandar On the mean square of the divisor function in short intervals. (English) Zbl 1222.11115 J. Théor. Nombres Bordx. 21, No. 2, 251-261 (2009). Reviewer: Giovanni Coppola (Avellino) MSC: 11N37 11N56 11M06 PDF BibTeX XML Cite \textit{A. Ivić}, J. Théor. Nombres Bordx. 21, No. 2, 251--261 (2009; Zbl 1222.11115) Full Text: DOI arXiv Numdam EuDML OpenURL