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B. Stehlikova

Identifiers

  • name variant B. Stehlikova 0.60 · backfill

Papers (2)

  1. On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures q-fin.ST · 2008 · author #1
  2. On the singular limit of solutions to the CIR interest rate model with stochastic volatility q-fin.CP · 2008 · author #1

Mentions

  • 0811.0591 #1 · arxiv_oai · confidence 0.70 B. Stehlikova
  • 0811.0473 #1 · arxiv_oai · confidence 0.70 B. Stehlikova
  • 0811.0591 #1 · backfill · confidence 0.70 B. Stehlikova
  • 0811.0473 #1 · backfill · confidence 0.70 B. Stehlikova

Frequent Coauthors