Short Rate Interest Models - Articles - Scientific Research Publishing

A Comment on Reis (Articles)

Kenji Miyazaki

Theoretical Economics Letters Vol.1 No.3, November 3, 2011

DOI: 10.4236/tel.2011.13019 6,006 Downloads 10,666 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13013 5,218 Downloads 11,763 Views Citations
Corporate Financing, Taxation, and Tobin’s q: Evidence from Japanese Firms and Industries (Articles)

Keiichi Kubota, Susumu Saito, Hitoshi Takehara

Journal of Mathematical Finance Vol.3 No.3A, October 8, 2013

DOI: 10.4236/jmf.2013.33A004 5,828 Downloads 9,239 Views Citations
This article belongs to the Special Issue on Corporate Finance
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1, January 10, 2014

DOI: 10.4236/jmf.2014.41002 5,113 Downloads 8,369 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,132 Downloads 7,323 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,058 Downloads 3,411 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3, August 16, 2017

DOI: 10.4236/jfrm.2017.63019 2,134 Downloads 5,623 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,110 Downloads 2,571 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,118 Downloads 2,589 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,597 Downloads 4,275 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,237 Downloads 3,171 Views Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings (Articles)

Thomas Poufinas, Panagiota Tsitsika

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811153 1,691 Downloads 7,612 Views Citations
Money and Economic Growth Revisited: A Note (Articles)

Eric Kam, John Smithin

Theoretical Economics Letters Vol.12 No.1, January 6, 2022

DOI: 10.4236/tel.2022.121001 390 Downloads 1,550 Views Citations
The Effect of Excluding Interest, in an Islamic Economy, on the Rate of Growth of Output and Achieving a Fair Return for Monetary Capital (Articles)

Nagah Abdul Alim Abdul Wahab Abul Fotouh

Open Journal of Social Sciences Vol.11 No.11, November 22, 2023

DOI: 10.4236/jss.2023.1111013 244 Downloads 837 Views Citations
Capital Market Development and Economic Growth in Nigeria (Articles)

Bamishe Omotayo Olusegun, Owolabi Sunday Ajao

Open Access Library Journal Vol.11 No.2, February 29, 2024

DOI: 10.4236/oalib.1110891 397 Downloads 3,394 Views Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes (Articles)

Ricardo Ramalhete Moreira

Modern Economy Vol.15 No.5, May 11, 2024

DOI: 10.4236/me.2024.155025 236 Downloads 944 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 113 Downloads 530 Views Citations
Short-Term and Long-Term Price Forecasting Models for the Future Exchange of Mongolian Natural Sea Buckthorn Market (Articles)

Yalalt Dandar, Liu Chang

Agricultural Sciences Vol.13 No.3, March 29, 2022

DOI: 10.4236/as.2022.133032 349 Downloads 1,400 Views Citations
The Dynamics of Vector-Host Feeding Contact Rate with Saturation: A Case of Malaria in Western Kenya (Articles)

Josephine Wairimu, Ogana Wandera

Applied Mathematics Vol.4 No.10, October 4, 2013

DOI: 10.4236/am.2013.410187 3,800 Downloads 6,333 Views Citations
A Two-Step Growth Curve: Approach to the von Bertalanffy and Gompertz Equations (Articles)

Laura Rogers-Bennett, Donald W. Rogers

Advances in Pure Mathematics Vol.6 No.5, April 15, 2016

DOI: 10.4236/apm.2016.65023 3,214 Downloads 5,809 Views Citations

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