SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2007.00325.x
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@@ Property / OpenAlex ID @@
+W2160819455
@@ Property / OpenAlex ID: W2160819455 / rank @@
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@@ Property / cites work @@
+Interest rate volatility and the shape of the term structure
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@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
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@@ Property / cites work @@
+Discrete time Wishart term structure models
@@ Property / cites work: Discrete time Wishart term structure models / rank @@
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@@ Property / cites work @@
+Superposition formulas for pseudounitary matrix Riccati equations
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@@ Property / cites work @@
+Lie semigroups with triple decompositions
@@ Property / cites work: Lie semigroups with triple decompositions / rank @@
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