A stochastic control perspective on term structure models with roll-over risk

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Cite
Fontana, Claudio, et al. “A Stochastic Control Perspective on Term Structure Models With Roll-over Risk”. SSRN Electronic Journal, 2023, https://doi.org/10.2139/ssrn.4412350.
Fontana, C., Pavarana, S., & Runggaldier, W. J. (2023). A stochastic control perspective on term structure models with roll-over risk. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.4412350
Fontana, Claudio, Simone Pavarana, and Wolfgang J. Runggaldier. “A Stochastic Control Perspective on Term Structure Models With Roll-over Risk”. SSRN Electronic Journal, 2023. https://doi.org/10.2139/ssrn.4412350.
Fontana C, Pavarana S, Runggaldier WJ. A stochastic control perspective on term structure models with roll-over risk. SSRN Electronic Journal. 2023;.
Refrences
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Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach Frontiers of Mathematical Finance 4 2023
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No arbitrage of the first kind and local martingale numéraires Finance and Stochastics
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Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science12
Social Sciences: Commerce: Business6
Social Sciences: Finance6
Social Sciences: Statistics4
Science: Mathematics4
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Social Sciences: Economic theory. Demography: Economics as a science 12 is the most frequently represented among the references in this article. It primarily includes studies from Mathematical Finance The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year