An evaluation of some popular investment strategies under stochastic interest rates

2013 ◽  
Vol 94 ◽  
pp. 96-108 ◽  
Author(s):  
James J. Kung ◽  
E-Ching Wu
Keyword(s):  
Interest Rates ◽  
Investment Strategies ◽  
Stochastic Interest Rates ◽  
Stochastic Interest

A Hybrid Model for Equity Indices and Stochastic Interest Rates

2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen
Keyword(s):  
Interest Rates ◽  
Hybrid Model ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Equity Indices
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