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Showing results 1 to 3 of 3
Issue Date
Title
Author(s)
2001-01-01
Classes of interest rate models under the HJM framework
Chiarella, C
;
Kwon, OK
2003-12-01
Finite dimensional affine realisations of HJM models in terms of forward rates and yields
Chiarella, C
;
Kwon, OK
2021-06-01
Variance minimizing strategies for stochastic processes with applications to tracking stock indices
Colwell, DB
;
El-Hassan, N
;
Kwon, OK
