A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds-Reference-Cited by-同舟云学术

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A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gnoatto Alessandro,Grasselli Martino,Platen Eckhard

Publisher

Elsevier BV

Reference32 articles.

1. A hybrid model for pricing and hedging of long dated bonds;J Baldeaux;Applied Mathematical Finance,2015

2. Pricing currency derivatives under the benchmark approach;J Baldeaux;Journal of Banking and Finance,2015

3. Functionals of Multidimensional Diffusions with Applications to Finance;J Baldeaux;Bocconi & Springer Series,2013

4. Local risk-minimization via the benchmark approach;F Biagini;Mathematics and Financial Economics,2014

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.;Communications in Statistics - Theory and Methods;2023-11-17

2. Unified Moment-Based Modeling of Integrated Stochastic Processes;Operations Research;2023-01-20

3. Optimal investment strategy in the family of 4/2 stochastic volatility models;Quantitative Finance;2021-04-01

4. On the Use of Equities in Target Date Funds;SSRN Electronic Journal;2020

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