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Research article

First published 2014-2

Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling

Alexander Melnikov, Shuo Tong

Risk and Decision Analysis

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Research article

First published 2013-8

Efficient hedging for equity-linked life insurance contracts with stochastic interest rate

Alexander Melnikov, Shuo Tong

Risk and Decision Analysis

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Research article

First published 2006-12

A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate

Mayank Goel, Suresh Kumar K.

Journal of Emerging Market Finance

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Research article

First published 2017-11

British put option on stocks under stochastic interest rate

Elvira P. De Lara-Tuprio, Felipe R. Sumalpong,

Model Assisted Statistics and Applications

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Research article

First published 1993-12

Effect of Stochastic Interest Rates on the Pricing of SPI Futures Contracts

Garry J. Twite

Australian Journal of Management

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Research article

First published 2019-07-09

RETRACTED: Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility

T. Luo, Noura Metawa

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2005-04

Size Anomaly on the Taiwan Stock Exchange

Tung Liang Liao

Journal of Emerging Market Finance

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Research article

First published 2014-11

On stocks and interest rates modeling in long-range dependent environment

Alexander Melnikov, Yuliya Mishura

Risk and Decision Analysis

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Research article

First published 1998-12

The Dynamics of the Australian Short‐Term Interest Rate

T. J. Brailsford, K. Maheswaran

Australian Journal of Management

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Research article

First published 2021-04-22

Empirical study for uncertain finance

Han Tang, Wenfei Li

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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