"
Interest Rate Models"
written by Alex Paseka, Theodoro Koulis, Aerambamoorthy Thavaneswaran,
published by
Journal of Mathematical Finance,
Vol.2 No.2, 2012
has been cited by the following article(s):
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[1]
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Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model
Stochastics and Dynamics,
2017
DOI:10.1142/S0219493717500034
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[2]
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Bond valuation for generalized Langevin processes with integrated Lévy noise
The Journal of Risk Finance,
2017
DOI:10.1108/JRF-09-2016-0125
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[3]
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Inference for Interest Rate Models Using Milstein’s Approximation
Journal of Mathematical Finance,
2013
DOI:10.4236/jmf.2013.31010
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