Search Results - "interest rate models"

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  1. 1
    Estimation of parameters in mean-reverting stochastic systems

    Estimation of parameters in mean-reverting stochastic systems by Tian, T., Zhou, Y., Wu, Yong Hong, Ge, X.

    Published 2014
    Subjects: Get full text
  2. 2
    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework by Zhang, Y., Wu, Yong, Wiwatanapataphee, Benchawan, Angkola, Francisca

    Published 2020
    Subjects: Get full text

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