Lyu, Jianping; Ma, Yong; Sun, Wei A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps. (English) Zbl 07565480 Commun. Stat., Theory Methods 51, No. 15, 5112-5123 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Lyu} et al., Commun. Stat., Theory Methods 51, No. 15, 5112--5123 (2022; Zbl 07565480) Full Text: DOI OpenURL
Murota, Ryu-ichiro The effect of a decline in the world real interest rate on a small open economy experiencing persistent stagnation. (English) Zbl 07563115 Econ. Lett. 216, Article ID 110588, 5 p. (2022). MSC: 91G30 PDF BibTeX XML Cite \textit{R.-i. Murota}, Econ. Lett. 216, Article ID 110588, 5 p. (2022; Zbl 07563115) Full Text: DOI OpenURL
Binder, Andreas; Jadhav, Onkar; Mehrmann, Volker Error analysis of a model order reduction framework for financial risk analysis. (English) Zbl 07556360 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 07556360) Full Text: DOI Link OpenURL
Chakraborty, Prakash; Lee, Kiseop Bond prices under information asymmetry and a short rate with instantaneous feedback. (English) Zbl 07554080 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 07554080) Full Text: DOI OpenURL
Adam, Alexandre; Cherrat, Hamza; Houkari, Mohamed; Laurent, Jean-Paul; Prigent, Jean-Luc On the risk management of demand deposits: quadratic hedging of interest rate margins. (English) Zbl 07553155 Ann. Oper. Res. 313, No. 2, 1319-1355 (2022). MSC: 91G30 PDF BibTeX XML Cite \textit{A. Adam} et al., Ann. Oper. Res. 313, No. 2, 1319--1355 (2022; Zbl 07553155) Full Text: DOI OpenURL
Gubareva, Mariya; Borges, Maria Rosa Governed by the cycle: interest rate sensitivity of emerging market corporate debt. (English) Zbl 07553143 Ann. Oper. Res. 313, No. 2, 991-1019 (2022). MSC: 91G30 91G40 PDF BibTeX XML Cite \textit{M. Gubareva} and \textit{M. R. Borges}, Ann. Oper. Res. 313, No. 2, 991--1019 (2022; Zbl 07553143) Full Text: DOI OpenURL
Lorig, Matthew; Suaysom, Natchanon Options on bonds: implied volatilities from affine short-rate dynamics. (English) Zbl 07540599 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 07540599) Full Text: DOI OpenURL
Bishwal, Jaya P. N. Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates. (English) Zbl 07537026 Monte Carlo Methods Appl. 28, No. 2, 111-124 (2022). MSC: 91G30 62P05 PDF BibTeX XML Cite \textit{J. P. N. Bishwal}, Monte Carlo Methods Appl. 28, No. 2, 111--124 (2022; Zbl 07537026) Full Text: DOI OpenURL
Akahori, Jirô; Macrina, Andrea Heat kernel interest rate models with time-inhomogeneous Markov processes. (English) Zbl 07516345 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 179-193 (2022). MSC: 91G30 35K08 60G51 PDF BibTeX XML Cite \textit{J. Akahori} and \textit{A. Macrina}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 179--193 (2022; Zbl 07516345) Full Text: DOI OpenURL
Roslan, Teh Raihana Nazirah; Karim, Sharmila; Ibrahim, Siti Zulaiha; Jameel, Ali Fareed; Yahya, Zainor Ridzuan Stochastic pricing formulation for hybrid equity warrants. (English) Zbl 1485.91231 AIMS Math. 7, No. 1, 398-424 (2022). MSC: 91G20 91B70 91G30 PDF BibTeX XML Cite \textit{T. R. N. Roslan} et al., AIMS Math. 7, No. 1, 398--424 (2022; Zbl 1485.91231) Full Text: DOI OpenURL
Li, Shuang; Peng, Cheng; Bao, Ying; Zhao, Yan-long; Cao, Zhen Analytical expressions to counterparty credit risk exposures for interest rate derivatives. (English) Zbl 1486.91086 Acta Math. Appl. Sin., Engl. Ser. 38, No. 2, 254-270 (2022). MSC: 91G40 91G20 91G30 PDF BibTeX XML Cite \textit{S. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 2, 254--270 (2022; Zbl 1486.91086) Full Text: DOI OpenURL
Hata, Hiroaki; Sun, Li-Hsien Optimal investment and reinsurance of insurers with lognormal stochastic factor model. (English) Zbl 1486.91074 Math. Control Relat. Fields 12, No. 2, 531-566 (2022). MSC: 91G05 93E20 91G30 PDF BibTeX XML Cite \textit{H. Hata} and \textit{L.-H. Sun}, Math. Control Relat. Fields 12, No. 2, 531--566 (2022; Zbl 1486.91074) Full Text: DOI OpenURL
Zhu, Yuanpeng; Chen, Zhenbiao; Han, Xuli \(C^2\) tension splines construction based on a class of sixth-order ordinary differential equations. (English) Zbl 1483.65027 Bull. Iran. Math. Soc. 48, No. 1, 127-150 (2022). MSC: 65D07 65D17 91G30 PDF BibTeX XML Cite \textit{Y. Zhu} et al., Bull. Iran. Math. Soc. 48, No. 1, 127--150 (2022; Zbl 1483.65027) Full Text: DOI OpenURL
Privault, Nicolas Stochastic interest rate modeling with fixed income derivative pricing. 3rd edition. (English) Zbl 07291794 Advanced Series on Statistical Science & Applied Probability 22. Singapore: World Scientific (ISBN 978-981-12-2660-1/hbk; 978-981-12-2662-5/ebook). xvii, 354 p. (2022). MSC: 91-01 91B24 91G30 60H05 60H30 62P05 PDF BibTeX XML Cite \textit{N. Privault}, Stochastic interest rate modeling with fixed income derivative pricing. 3rd edition. Singapore: World Scientific (2022; Zbl 07291794) Full Text: DOI OpenURL
Battulga, G.; Altangerel, L.; Battur, G. Loan interest rate Nash models with solvency constraints in the banking sector. (English) Zbl 07540575 Optim. Methods Softw. 36, No. 5, 891-908 (2021). MSC: 91G30 91G45 PDF BibTeX XML Cite \textit{G. Battulga} et al., Optim. Methods Softw. 36, No. 5, 891--908 (2021; Zbl 07540575) Full Text: DOI OpenURL
Guo, Zhidong Option pricing under the Heston model where the interest rate follows the Vasicek model. (English) Zbl 07533705 Commun. Stat., Theory Methods 50, No. 12, 2930-2937 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Guo}, Commun. Stat., Theory Methods 50, No. 12, 2930--2937 (2021; Zbl 07533705) Full Text: DOI OpenURL
Sun, Zhongyang; Zhang, Xin; Li, Ya-Nan A BSDE approach for bond pricing under interest rate models with self-exciting jumps. (English) Zbl 07530978 Commun. Stat., Theory Methods 50, No. 14, 3249-3261 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Sun} et al., Commun. Stat., Theory Methods 50, No. 14, 3249--3261 (2021; Zbl 07530978) Full Text: DOI OpenURL
Mohamadinejad, R.; Neisy, A.; Biazar, J. ADI method of credit spread option pricing based on jump-diffusion model. (English) Zbl 1484.91486 Iran. J. Numer. Anal. Optim. 11, No. 1, 195-210 (2021). MSC: 91G20 91G30 91G60 PDF BibTeX XML Cite \textit{R. Mohamadinejad} et al., Iran. J. Numer. Anal. Optim. 11, No. 1, 195--210 (2021; Zbl 1484.91486) Full Text: DOI OpenURL
Mavroeidis, Sophocles Identification at the zero lower bound. (English) Zbl 1485.91234 Econometrica 89, No. 6, 2855-2885 (2021). MSC: 91G30 91B64 PDF BibTeX XML Cite \textit{S. Mavroeidis}, Econometrica 89, No. 6, 2855--2885 (2021; Zbl 1485.91234) Full Text: DOI OpenURL
Atıcı, Ferhan Merdivenci; Bennett, William R. A study on discrete Ponzi scheme model through Sturm-Liouville theory. (English) Zbl 1482.39023 Int. J. Dyn. Syst. Differ. Equ. 11, No. 3-4, 227-240 (2021). MSC: 39A60 39A27 39A12 34B24 91G30 PDF BibTeX XML Cite \textit{F. M. Atıcı} and \textit{W. R. Bennett}, Int. J. Dyn. Syst. Differ. Equ. 11, No. 3--4, 227--240 (2021; Zbl 1482.39023) Full Text: DOI OpenURL
Gümbel, Sandrine; Schmidt, Thorsten Defaultable term structures driven by semimartingales. (English) Zbl 07488279 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150032, 27 p. (2021). Reviewer: Stefan Tappe (Freiburg) MSC: 91G30 91G40 60G48 PDF BibTeX XML Cite \textit{S. Gümbel} and \textit{T. Schmidt}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150032, 27 p. (2021; Zbl 07488279) Full Text: DOI arXiv OpenURL
Nguyen, The Anh; Seifried, Frank Thomas The affine rational potential model. (English) Zbl 07488278 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150031, 25 p. (2021). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{T. A. Nguyen} and \textit{F. T. Seifried}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150031, 25 p. (2021; Zbl 07488278) Full Text: DOI OpenURL
Peszat, Szymon; Zawisza, Dariusz The investor problem based on the HJM model. (English) Zbl 07472572 Ann. Pol. Math. 127, No. 3, 241-269 (2021). MSC: 91G10 91G30 93E20 PDF BibTeX XML Cite \textit{S. Peszat} and \textit{D. Zawisza}, Ann. Pol. Math. 127, No. 3, 241--269 (2021; Zbl 07472572) Full Text: DOI arXiv OpenURL
Song, Yuping; Li, Hangyan; Fang, Yetong Efficient estimation for the volatility of stochastic interest rate models. (English) Zbl 1477.62304 Stat. Pap. 62, No. 4, 1939-1964 (2021). MSC: 62P05 62G07 62G20 62M10 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Song} et al., Stat. Pap. 62, No. 4, 1939--1964 (2021; Zbl 1477.62304) Full Text: DOI OpenURL
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman The SOFR and the Fed’s influence over market interest rates. (English) Zbl 1479.91421 Econ. Lett. 209, Article ID 110095, 6 p. (2021). MSC: 91G30 91B64 PDF BibTeX XML Cite \textit{I. Indriawan} et al., Econ. Lett. 209, Article ID 110095, 6 p. (2021; Zbl 1479.91421) Full Text: DOI OpenURL
Rao, Ruofeng; Zhong, Shouming Input-to-state stability and no-inputs stabilization of delayed feedback chaotic financial system involved in open and closed economy. (English) Zbl 1479.91382 Discrete Contin. Dyn. Syst., Ser. S 14, No. 4, 1375-1393 (2021). MSC: 91G15 91G30 93D25 93B52 93C27 34K23 35Q91 PDF BibTeX XML Cite \textit{R. Rao} and \textit{S. Zhong}, Discrete Contin. Dyn. Syst., Ser. S 14, No. 4, 1375--1393 (2021; Zbl 1479.91382) Full Text: DOI OpenURL
Pfeiffer, Philipp; Roeger, Werner; Vogel, Lukas Optimal fiscal policy with low interest rates for government debt. (English) Zbl 1478.91124 J. Econ. Dyn. Control 132, Article ID 104210, 17 p. (2021). MSC: 91B64 91G30 PDF BibTeX XML Cite \textit{P. Pfeiffer} et al., J. Econ. Dyn. Control 132, Article ID 104210, 17 p. (2021; Zbl 1478.91124) Full Text: DOI OpenURL
Papetti, Andrea Demographics and the natural real interest rate: historical and projected paths for the Euro Area. (English) Zbl 1478.91178 J. Econ. Dyn. Control 132, Article ID 104209, 29 p. (2021). MSC: 91G30 91D20 PDF BibTeX XML Cite \textit{A. Papetti}, J. Econ. Dyn. Control 132, Article ID 104209, 29 p. (2021; Zbl 1478.91178) 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
Gudkov, Nikolay; Ziveyi, Jonathan Application of power series approximation techniques to valuation of European style options. (English) Zbl 1477.91054 Quant. Finance 21, No. 4, 609-635 (2021). MSC: 91G20 91G30 42A38 PDF BibTeX XML Cite \textit{N. Gudkov} and \textit{J. Ziveyi}, Quant. Finance 21, No. 4, 609--635 (2021; Zbl 1477.91054) Full Text: DOI OpenURL
Orlando, Giuseppe; Bufalo, Michele Interest rates forecasting: between hull and white and the CIR# – how to make a single-factor model work. (English) Zbl 1476.62226 J. Forecast. 40, No. 8, 1566-1580 (2021). MSC: 62P05 62M20 91G30 91B84 PDF BibTeX XML Cite \textit{G. Orlando} and \textit{M. Bufalo}, J. Forecast. 40, No. 8, 1566--1580 (2021; Zbl 1476.62226) Full Text: DOI OpenURL
Seibert, Armin; Sirchenko, Andrei; Müller, Gernot A model for policy interest rates. (English) Zbl 1475.91380 J. Econ. Dyn. Control 124, Article ID 104049, 18 p. (2021). MSC: 91G30 91B64 PDF BibTeX XML Cite \textit{A. Seibert} et al., J. Econ. Dyn. Control 124, Article ID 104049, 18 p. (2021; Zbl 1475.91380) Full Text: DOI OpenURL
Zhang, Tongbin Stock prices and the risk-free rate: an internal rationality approach. (English) Zbl 1475.91346 J. Econ. Dyn. Control 127, Article ID 104103, 23 p. (2021). MSC: 91G15 91G30 PDF BibTeX XML Cite \textit{T. Zhang}, J. Econ. Dyn. Control 127, Article ID 104103, 23 p. (2021; Zbl 1475.91346) Full Text: DOI OpenURL
Palapies, Lars On the variance and skewness of the swap rate in a stochastic volatility interest rate model. (English) Zbl 07423344 S. Afr. Stat. J. 55, No. 2, 109-123 (2021). MSC: 91G30 91G20 60H30 PDF BibTeX XML Cite \textit{L. Palapies}, S. Afr. Stat. J. 55, No. 2, 109--123 (2021; Zbl 07423344) Full Text: DOI OpenURL
Owadally, Iqbal; Jang, Chul; Clare, Andrew Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. (English) Zbl 07423004 Eur. J. Oper. Res. 295, No. 3, 1132-1146 (2021). MSC: 91G10 90C15 PDF BibTeX XML Cite \textit{I. Owadally} et al., Eur. J. Oper. Res. 295, No. 3, 1132--1146 (2021; Zbl 07423004) Full Text: DOI OpenURL
Jiang, Feifan; Fan, Longzhen A model of short-term interest rate under interest rate corridor. (Chinese. English summary) Zbl 07403878 J. Fudan Univ., Nat. Sci. 60, No. 2, 133-144, 156 (2021). MSC: 91G30 PDF BibTeX XML Cite \textit{F. Jiang} and \textit{L. Fan}, J. Fudan Univ., Nat. Sci. 60, No. 2, 133--144, 156 (2021; Zbl 07403878) OpenURL
Dong, Yan The latent variable Metropolis-Hastings algorithm for exchange rate series in case of missing data and pricing the triggered financial products. (Chinese. English summary) Zbl 07403712 Chin. J. Eng. Math. 38, No. 3, 330-342 (2021). MSC: 62P05 62D10 62F15 91B84 91G30 PDF BibTeX XML Cite \textit{Y. Dong}, Chin. J. Eng. Math. 38, No. 3, 330--342 (2021; Zbl 07403712) Full Text: DOI OpenURL
Bian, Lihua; Li, Zhongfei; Yao, Haixiang Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate. (English) Zbl 1476.91141 J. Ind. Manag. Optim. 17, No. 3, 1383-1410 (2021). MSC: 91G10 93C55 93E20 PDF BibTeX XML Cite \textit{L. Bian} et al., J. Ind. Manag. Optim. 17, No. 3, 1383--1410 (2021; Zbl 1476.91141) Full Text: DOI OpenURL
Zhao, Qian; Shen, Yang; Wei, Jiaqin Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework. (English) Zbl 1476.91165 J. Ind. Manag. Optim. 17, No. 3, 1147-1171 (2021). MSC: 91G10 PDF BibTeX XML Cite \textit{Q. Zhao} et al., J. Ind. Manag. Optim. 17, No. 3, 1147--1171 (2021; Zbl 1476.91165) Full Text: DOI OpenURL
Tee, Chyng Wen; Kerkhof, Jeroen A unified market model for swaptions and constant maturity swaps. (English) Zbl 1470.91288 Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150026, 31 p. (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{C. W. Tee} and \textit{J. Kerkhof}, Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150026, 31 p. (2021; Zbl 1470.91288) Full Text: DOI OpenURL
Barski, Michał; Zabczyk, Jerzy A note on generalized CIR equations. (English) Zbl 07379481 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 07379481) Full Text: DOI OpenURL
Dunaev, B. B. Banking regulation of macroeconomic processes. (English. Russian original) Zbl 1470.91312 Cybern. Syst. Anal. 57, No. 1, 108-123 (2021); translation from Kibern. Sist. Anal. 57, No. 1, 123-141 (2021). MSC: 91G45 91B64 91G30 PDF BibTeX XML Cite \textit{B. B. Dunaev}, Cybern. Syst. Anal. 57, No. 1, 108--123 (2021; Zbl 1470.91312); translation from Kibern. Sist. Anal. 57, No. 1, 123--141 (2021) Full Text: DOI OpenURL
Liu, Zhe; Yang, Ying Barrier swaption pricing problem in uncertain financial market. (English) Zbl 1470.91283 Math. Methods Appl. Sci. 44, No. 1, 568-582 (2021). MSC: 91G20 91G30 60G99 PDF BibTeX XML Cite \textit{Z. Liu} and \textit{Y. Yang}, Math. Methods Appl. Sci. 44, No. 1, 568--582 (2021; Zbl 1470.91283) Full Text: DOI OpenURL
Zhang, Shao-Qin; Yuan, Chenggui Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English) Zbl 07374104 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278-1304 (2021). MSC: 60H35 60H10 PDF BibTeX XML Cite \textit{S.-Q. Zhang} and \textit{C. Yuan}, Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278--1304 (2021; Zbl 07374104) Full Text: DOI arXiv OpenURL
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume Multiple yield curve modelling with CBI processes. (English) Zbl 1471.91588 Math. Financ. Econ. 15, No. 3, 579-610 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G30 91G20 60G51 60J85 PDF BibTeX XML Cite \textit{C. Fontana} et al., Math. Financ. Econ. 15, No. 3, 579--610 (2021; Zbl 1471.91588) Full Text: DOI arXiv OpenURL
Bouzianis, George; Hughston, Lane P.; Jaimungal, Sebastian; Sánchez-Betancourt, Leandro Lévy-Ito models in finance. (English) Zbl 1480.91286 Probab. Surv. 18, 132-178 (2021). MSC: 91G20 60H30 60G51 PDF BibTeX XML Cite \textit{G. Bouzianis} et al., Probab. Surv. 18, 132--178 (2021; Zbl 1480.91286) Full Text: DOI arXiv OpenURL
Chen, Yufeng; Zhu, Zhitao; Qu, Fang Asymmetric spillover effect and dynamic correlation between crude oil, RMB exchange rate and Chinese gold price: based on VAR-asymmetric BEKK (DCC)-GARCH (1, 1) model. (Chinese. English summary) Zbl 1474.91222 J. Syst. Sci. Math. Sci. 41, No. 2, 449-465 (2021). MSC: 91G30 91B24 62P05 62M10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Syst. Sci. Math. Sci. 41, No. 2, 449--465 (2021; Zbl 1474.91222) OpenURL
Chatziantoniou, Ioannis; Gabauer, David; Stenfors, Alexis Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach. (English) Zbl 1467.91181 Econ. Lett. 204, Article ID 109891, 4 p. (2021). MSC: 91G20 91G30 91B64 62P05 PDF BibTeX XML Cite \textit{I. Chatziantoniou} et al., Econ. Lett. 204, Article ID 109891, 4 p. (2021; Zbl 1467.91181) Full Text: DOI OpenURL
Zhang, Lidong; Sun, Yanmei; Du, Ziping; Meng, Xiangbo Uncertain strike lookback options pricing with floating interest rate. (English) Zbl 1467.91192 Rev. Deriv. Res. 24, No. 1, 79-94 (2021). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{L. Zhang} et al., Rev. Deriv. Res. 24, No. 1, 79--94 (2021; Zbl 1467.91192) Full Text: DOI OpenURL
Sharma, Nitu; Pasricha, Puneet; Selvamuthu, Dharmaraja Valuation of equity-indexed annuities under correlated jump-diffusion processes. (English) Zbl 1471.91481 J. Comput. Appl. Math. 395, Article ID 113575, 14 p. (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 91G30 60J76 PDF BibTeX XML Cite \textit{N. Sharma} et al., J. Comput. Appl. Math. 395, Article ID 113575, 14 p. (2021; Zbl 1471.91481) Full Text: DOI OpenURL
Stege, Nikolas; Wegener, Christoph; Basse, Tobias; Kunze, Frederik Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. (English) Zbl 1461.91342 Ann. Oper. Res. 297, No. 1-2, 309-321 (2021). MSC: 91G45 91G30 PDF BibTeX XML Cite \textit{N. Stege} et al., Ann. Oper. Res. 297, No. 1--2, 309--321 (2021; Zbl 1461.91342) Full Text: DOI OpenURL
Yang, Yu; Liu, Shican; Wu, Yonghong; Wiwatanapataphee, Benchawan Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion. (English) Zbl 1471.91586 J. Comput. Appl. Math. 393, Article ID 113277, 25 p. (2021). MSC: 91G20 91G30 91G60 60J70 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 393, Article ID 113277, 25 p. (2021; Zbl 1471.91586) Full Text: DOI OpenURL
Luderer, Bernd Classical financial mathematics. Basic ideas, central formulas and terms at a glance. (English) Zbl 1470.91002 Essentials. Wiesbaden: Springer (ISBN 978-3-658-32037-9/pbk; 978-3-658-32038-6/ebook). ix, 51 p. (2021). Reviewer: Weiping Li (Stillwater) MSC: 91-01 91G30 91G40 PDF BibTeX XML Cite \textit{B. Luderer}, Classical financial mathematics. Basic ideas, central formulas and terms at a glance. Wiesbaden: Springer (2021; Zbl 1470.91002) Full Text: DOI OpenURL
Lee, Cheng Few Bond portfolio management, swap strategy, duration, and convexity. (English) Zbl 1454.91225 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3059-3098 (2021). MSC: 91G10 91G20 91G30 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3059--3098 (2021; Zbl 1454.91225) Full Text: DOI OpenURL
Juneja, Januj Dynamic term structure models using principal components analysis near the zero lower bound. (English) Zbl 1454.91316 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2199-2250 (2021). MSC: 91G30 62P05 62H25 PDF BibTeX XML Cite \textit{J. Juneja}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2199--2250 (2021; Zbl 1454.91316) Full Text: DOI OpenURL
Emmanuel, Coffie; Mao, Xuerong Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. (English) Zbl 1448.62146 J. Comput. Appl. Math. 383, Article ID 113137, 19 p. (2021). MSC: 62P05 62M10 91G30 62-08 PDF BibTeX XML Cite \textit{C. Emmanuel} and \textit{X. Mao}, J. Comput. Appl. Math. 383, Article ID 113137, 19 p. (2021; Zbl 1448.62146) Full Text: DOI OpenURL
Rao, Ruofeng; Zhong, Shouming Impulsive control on delayed feedback chaotic financial system with Markovian jumping. (English) Zbl 1487.93018 Adv. Difference Equ. 2020, Paper No. 50, 18 p. (2020). MSC: 93C10 93C15 91G30 PDF BibTeX XML Cite \textit{R. Rao} and \textit{S. Zhong}, Adv. Difference Equ. 2020, Paper No. 50, 18 p. (2020; Zbl 1487.93018) Full Text: DOI OpenURL
Zhao, Qian; Li, Peng; Zhang, Jie Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes. (English) Zbl 07528900 Commun. Stat., Theory Methods 49, No. 14, 3421-3437 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{Q. Zhao} et al., Commun. Stat., Theory Methods 49, No. 14, 3421--3437 (2020; Zbl 07528900) Full Text: DOI OpenURL
Sheraz, Muhammad; Preda, Vasile; Dedu, Silvia Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling. (English) Zbl 1485.91235 AIMS Math. 5, No. 1, 300-310 (2020). MSC: 91G30 60G42 60K15 94A17 PDF BibTeX XML Cite \textit{M. Sheraz} et al., AIMS Math. 5, No. 1, 300--310 (2020; Zbl 1485.91235) Full Text: DOI OpenURL
Huang, Zhehao; Miao, Yingting; Wang, Zhenzhen Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate. (English) Zbl 1484.91500 AIMS Math. 5, No. 6, 7746-7775 (2020). MSC: 91G40 35Q91 35R35 91G30 PDF BibTeX XML Cite \textit{Z. Huang} et al., AIMS Math. 5, No. 6, 7746--7775 (2020; Zbl 1484.91500) Full Text: DOI OpenURL
Liang, Yijuan; Xu, Chenglong An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate. (English) Zbl 1480.91317 Int. J. Comput. Math. 97, No. 3, 638-655 (2020). MSC: 91G60 65C05 91G20 PDF BibTeX XML Cite \textit{Y. Liang} and \textit{C. Xu}, Int. J. Comput. Math. 97, No. 3, 638--655 (2020; Zbl 1480.91317) Full Text: DOI OpenURL
Zhang, Sumei; Zhang, Jianke Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate. (English) Zbl 1483.91259 Int. J. Comput. Math. 97, No. 3, 546-563 (2020). MSC: 91G60 65D20 91G20 91G30 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{J. Zhang}, Int. J. Comput. Math. 97, No. 3, 546--563 (2020; Zbl 1483.91259) Full Text: DOI OpenURL
Stehlíková, Beáta On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation. (English) Zbl 1479.91418 Math. Slovaca 70, No. 4, 995-1002 (2020). MSC: 91G20 91G30 35Q91 41A58 PDF BibTeX XML Cite \textit{B. Stehlíková}, Math. Slovaca 70, No. 4, 995--1002 (2020; Zbl 1479.91418) Full Text: DOI OpenURL
Coroneo, Laura; Pastorello, Sergio European spreads at the interest rate lower bound. (English) Zbl 1475.91372 J. Econ. Dyn. Control 119, Article ID 103979, 21 p. (2020). MSC: 91G30 91G45 PDF BibTeX XML Cite \textit{L. Coroneo} and \textit{S. Pastorello}, J. Econ. Dyn. Control 119, Article ID 103979, 21 p. (2020; Zbl 1475.91372) Full Text: DOI OpenURL
Tian, Linlin; Zhang, Xiaoyi; Bai, Yizhou Optimal dividend of compound Poisson process under a stochastic interest rate. (English) Zbl 1476.91131 J. Ind. Manag. Optim. 16, No. 5, 2141-2157 (2020). MSC: 91G05 49L25 93E20 PDF BibTeX XML Cite \textit{L. Tian} et al., J. Ind. Manag. Optim. 16, No. 5, 2141--2157 (2020; Zbl 1476.91131) Full Text: DOI arXiv OpenURL
Ma, Changfu; Xu, Wei; Yuan, George Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree. (English) Zbl 1471.91580 Quant. Finance 20, No. 12, 2037-2053 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{C. Ma} et al., Quant. Finance 20, No. 12, 2037--2053 (2020; Zbl 1471.91580) Full Text: DOI OpenURL
Marty, Wolfgang Fixed income analytics. Bonds In high and low interest rate environments. 2nd edition. (English) Zbl 1482.91004 Cham: Springer (ISBN 978-3-030-47157-6/hbk; 978-3-030-47158-3/ebook). xxi, 226 p. (2020). Reviewer: Hernando Burgos-Soto (Toronto) MSC: 91-02 91G30 91G20 91G10 PDF BibTeX XML Cite \textit{W. Marty}, Fixed income analytics. Bonds In high and low interest rate environments. 2nd edition. Cham: Springer (2020; Zbl 1482.91004) Full Text: DOI OpenURL
Chang, Hao; Wang, Chunfeng; Fang, Zhenming; Ma, Dan Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. (English) Zbl 07371179 IMA J. Manag. Math. 31, No. 2, 167-189 (2020). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{H. Chang} et al., IMA J. Manag. Math. 31, No. 2, 167--189 (2020; Zbl 07371179) Full Text: DOI OpenURL
Wang, Jianwen; Wang, Xiangxiang Research on corporate bond yield based on forward risk-free interest rate. (Chinese. English summary) Zbl 1474.91241 J. Hefei Univ. Technol., Nat. Sci. 43, No. 11, 1563-1569 (2020). MSC: 91G50 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{X. Wang}, J. Hefei Univ. Technol., Nat. Sci. 43, No. 11, 1563--1569 (2020; Zbl 1474.91241) Full Text: DOI OpenURL
Creal, Drew D.; Wu, Jing Cynthia Bond risk premia in consumption-based models. (English) Zbl 1466.91199 Quant. Econ. 11, No. 4, 1461-1484 (2020). MSC: 91B64 91G30 PDF BibTeX XML Cite \textit{D. D. Creal} and \textit{J. C. Wu}, Quant. Econ. 11, No. 4, 1461--1484 (2020; Zbl 1466.91199) Full Text: DOI OpenURL
Sun, Jingyun; Guo, Jingjun Optimal investment strategies for a class of risky assets with jump-diffusion dependence under the stochastic interest rate. (Chinese. English summary) Zbl 1474.91185 Oper. Res. Trans. 24, No. 3, 101-114 (2020). MSC: 91G10 91G30 PDF BibTeX XML Cite \textit{J. Sun} and \textit{J. Guo}, Oper. Res. Trans. 24, No. 3, 101--114 (2020; Zbl 1474.91185) Full Text: DOI OpenURL
Zhang, Xiaoqian; Liu, Huili Actuarial pricing of reload option under stochastic interest rate based on O-U process. (Chinese. English summary) Zbl 1474.91167 J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 6, 479-485 (2020). MSC: 91G05 91G20 91G30 60J60 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{H. Liu}, J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 6, 479--485 (2020; Zbl 1474.91167) Full Text: DOI OpenURL
Shimizu, Makoto The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate. (English) Zbl 1460.91163 Open Econ. Rev. 31, No. 5, 1037-1059 (2020). MSC: 91B64 91G30 PDF BibTeX XML Cite \textit{M. Shimizu}, Open Econ. Rev. 31, No. 5, 1037--1059 (2020; Zbl 1460.91163) Full Text: DOI OpenURL
Nsafoah, Dennis; Serletis, Apostolos Monetary policy and interest rate spreads. (English) Zbl 1460.91160 Open Econ. Rev. 31, No. 3, 707-727 (2020). MSC: 91B64 91G30 62P05 PDF BibTeX XML Cite \textit{D. Nsafoah} and \textit{A. Serletis}, Open Econ. Rev. 31, No. 3, 707--727 (2020; Zbl 1460.91160) Full Text: DOI OpenURL
Njike Leunga, Charles Guy; Hainaut, Donatien Interbank credit risk modeling with self-exciting jump processes. (English) Zbl 1457.91403 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020). MSC: 91G40 91G30 PDF BibTeX XML Cite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020; Zbl 1457.91403) Full Text: DOI OpenURL
Cao, Jiling; Roslan, Teh Raihana Nazirah; Zhang, Wenjun The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. (English) Zbl 1457.91370 J. Korean Math. Soc. 57, No. 5, 1167-1186 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{J. Cao} et al., J. Korean Math. Soc. 57, No. 5, 1167--1186 (2020; Zbl 1457.91370) Full Text: DOI arXiv OpenURL
Li, Shuang; Liu, Shican; Zhou, Yanli; Wu, Yonghong; Ge, Xiangyu Optimal portfolio selection of mean-variance utility with stochastic interest rate. (English) Zbl 1457.91347 J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020). MSC: 91G10 91G30 60H10 91B16 PDF BibTeX XML Cite \textit{S. Li} et al., J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020; Zbl 1457.91347) Full Text: DOI OpenURL
Xi, Huan; Hu, Zhiming Pricing geometric average trigger reset option with predetermined levels based on double exponential jump-diffusion model with stochastic interest rate. (Chinese. English summary) Zbl 1463.91171 Math. Pract. Theory 50, No. 10, 21-32 (2020). MSC: 91G20 91G30 60J70 PDF BibTeX XML Cite \textit{H. Xi} and \textit{Z. Hu}, Math. Pract. Theory 50, No. 10, 21--32 (2020; Zbl 1463.91171) 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
Molent, Andrea Taxation of a GMWB variable annuity in a stochastic interest rate model. (English) Zbl 1451.91169 ASTIN Bull. 50, No. 3, 1001-1035 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{A. Molent}, ASTIN Bull. 50, No. 3, 1001--1035 (2020; Zbl 1451.91169) Full Text: DOI arXiv OpenURL
Wang, Jindong; Xu, Wei Risk-based capital for variable annuity under stochastic interest rate. (English) Zbl 1454.91207 ASTIN Bull. 50, No. 3, 959-999 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{W. Xu}, ASTIN Bull. 50, No. 3, 959--999 (2020; Zbl 1454.91207) Full Text: DOI OpenURL
Verschuren, Robert Matthijs Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model. (English) Zbl 1454.91323 Quant. Finance 20, No. 7, 1123-1148 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{R. M. Verschuren}, Quant. Finance 20, No. 7, 1123--1148 (2020; Zbl 1454.91323) Full Text: DOI OpenURL
Giaccotto, Carmelo; Lin, Xiao; Zhao, Yanhui Term structure of discount rates for firms in the insurance industry. (English) Zbl 1452.91271 Insur. Math. Econ. 95, 147-158 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{C. Giaccotto} et al., Insur. Math. Econ. 95, 147--158 (2020; Zbl 1452.91271) 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
Nie, Gaoqin; Chang, Hao Optimal investment and reinsurance under Vasicek interest rate and Heston model. (Chinese. English summary) Zbl 1463.91117 Math. Appl. 33, No. 2, 525-533 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{G. Nie} and \textit{H. Chang}, Math. Appl. 33, No. 2, 525--533 (2020; Zbl 1463.91117) OpenURL
Liu, Pian; Zhang, Jinliang; Zhu, Yimeng European pricing options under jump-fraction process in the fractional Hull-White interest rate model. (Chinese. English summary) Zbl 1463.91159 J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135-141 (2020). MSC: 91G20 91G30 60G22 PDF BibTeX XML Cite \textit{P. Liu} et al., J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135--141 (2020; Zbl 1463.91159) Full Text: DOI OpenURL
Zhang, Lidong; Sun, Yanmei Power options pricing in uncertain environment. (Chinese. English summary) Zbl 1463.91180 Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 1-6 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{Y. Sun}, Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 1--6 (2020; Zbl 1463.91180) OpenURL
Huang, Zhehao; Jiang, Tianpei; Wang, Zhenzhen On a multiple credit rating migration model with stochastic interest rate. (English) Zbl 1448.35512 Math. Methods Appl. Sci. 43, No. 12, 7106-7134 (2020). MSC: 35Q91 35K10 60H10 91G40 35C07 35R35 PDF BibTeX XML Cite \textit{Z. Huang} et al., Math. Methods Appl. Sci. 43, No. 12, 7106--7134 (2020; Zbl 1448.35512) Full Text: DOI OpenURL
Mehrdoust, Farshid; Najafi, Ali Reza An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility. (English) Zbl 1448.91308 Bull. Iran. Math. Soc. 46, No. 5, 1405-1420 (2020). Reviewer: George Stoica (Saint John) MSC: 91G30 60J60 PDF BibTeX XML Cite \textit{F. Mehrdoust} and \textit{A. R. Najafi}, Bull. Iran. Math. Soc. 46, No. 5, 1405--1420 (2020; Zbl 1448.91308) Full Text: DOI 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
Pan, Jian; Zhao, Pan Asset liability management with stochastic interest rates and inflation risks based on mean-variance criteria. (Chinese. English summary) Zbl 1449.91127 Math. Appl. 33, No. 1, 228-239 (2020). MSC: 91G10 91G30 PDF BibTeX XML Cite \textit{J. Pan} and \textit{P. Zhao}, Math. Appl. 33, No. 1, 228--239 (2020; Zbl 1449.91127) OpenURL
Sun, Jiaojiao Mellin transform method for European option pricing under sub-fractional stochastic interest rate model. (Chinese. English summary) Zbl 1449.91159 J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18-24 (2020). MSC: 91G20 91G30 44A10 35Q91 PDF BibTeX XML Cite \textit{J. Sun}, J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18--24 (2020; Zbl 1449.91159) 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
Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1449.90242 J. Ind. Manag. Optim. 16, No. 2, 813-834 (2020). MSC: 90B50 90C39 93E20 60J65 91G30 PDF BibTeX XML Cite \textit{H.-N. Zhu} et al., J. Ind. Manag. Optim. 16, No. 2, 813--834 (2020; Zbl 1449.90242) Full Text: DOI OpenURL
Li, Haitao; Ye, Xiaoxia; Yu, Fan Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective. (English) Zbl 1443.91310 Eur. J. Oper. Res. 286, No. 3, 1153-1167 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{H. Li} et al., Eur. J. Oper. Res. 286, No. 3, 1153--1167 (2020; Zbl 1443.91310) Full Text: DOI OpenURL
Brody, Dorje; Hughston, Lane; Meister, Bernhard Theory of cryptocurrency interest rates. (English) Zbl 1443.91306 SIAM J. Financ. Math. 11, No. 1, 148-168 (2020). MSC: 91G30 91G20 60G99 PDF BibTeX XML Cite \textit{D. Brody} et al., SIAM J. Financ. Math. 11, No. 1, 148--168 (2020; Zbl 1443.91306) Full Text: DOI arXiv OpenURL
Best, Michael Carlos; Cloyne, James S.; Ilzetzki, Ethan; Kleven, Henrik J. Estimating the elasticity of intertemporal substitution using mortgage notches. (English) Zbl 1437.91438 Rev. Econ. Stud. 87, No. 2, 656-690 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{M. C. Best} et al., Rev. Econ. Stud. 87, No. 2, 656--690 (2020; Zbl 1437.91438) Full Text: DOI OpenURL
Nie, Yutian; Linetsky, Vadim Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound. (English) Zbl 1434.60217 Stoch. Models 36, No. 1, 1-19 (2020). MSC: 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Nie} and \textit{V. Linetsky}, Stoch. Models 36, No. 1, 1--19 (2020; Zbl 1434.60217) Full Text: DOI OpenURL
Wang, Anjiao The pricing of total return swap under default contagion models with jump-diffusion interest rate risk. (English) Zbl 1457.60111 Indian J. Pure Appl. Math. 51, No. 1, 361-373 (2020). MSC: 60H30 60J60 60J76 91G20 91G40 PDF BibTeX XML Cite \textit{A. Wang}, Indian J. Pure Appl. Math. 51, No. 1, 361--373 (2020; Zbl 1457.60111) Full Text: DOI OpenURL
Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian General analysis of long-term interest rates. (English) Zbl 1437.91439 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050002, 29 p. (2020). MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{F. Biagini} et al., Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050002, 29 p. (2020; Zbl 1437.91439) Full Text: DOI Link OpenURL