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Modern Stochastics: Theory and Applications


Cited by 2
A pure-jump mean-reverting short rate model

Interest rate modeling with generalized Langevin equations
Markus Hess
https://doi.org/10.1214/23-BJPS579
Journal:  Brazilian Journal of Probability and Statistics Volume 37, Issue 3 (2023)
Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques
Oleksandr Castello, Marina Resta
https://doi.org/10.3390/risks10020036
Journal:  Risks Volume 10, Issue 2 (2022), p. 36


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