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Designing minimum guaranteed return funds

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References

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2003Options, Futures and Other Derivatives3,864 cited
1987Parsimonious Modeling of Yield Curves2,918 cited
1997Estimating continuous-time stochastic volatility models of the short-term interest rate500 cited
1998Worldwide asset and liability modeling374 cited
2000Planning logistics operations in the oil industry113 cited
2003Global Asset Liability Management94 cited
2008Handbook of Asset and Liability Management44 cited

Cited by

2014Absolute return portfolios28 cited
2010Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities20 cited

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