Pages that link to "Item:Q5363838"

The following pages link to An equilibrium characterization of the term structure (Q5363838):

Displaying 50 items.

• A Monte Carlo approach for the American put under stochastic interest rates (Q1017025) (← links)
• Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139) (← links)
• Long time behaviour of stochastic interest rate models (Q1023108) (← links)
• Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
• Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
• Discounting with fat-tailed economic growth (Q1029243) (← links)
• Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
• Optimal cash management under uncertainty (Q1043253) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238) (← links)
• Top-down approaches for integrated risk management: how accurate are they? (Q1046070) (← links)
• A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320) (← links)
• A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
• Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
• Implied volatility from the term structure: a simple analytical approximation (Q1127430) (← links)
• Bond options and bond portfolio insurance (Q1182784) (← links)
• Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
• Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
• Some system theoretic aspects of interest rate theory (Q1265913) (← links)
• A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069) (← links)
• Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
• Estimating the parameters of stochastic differential equations (Q1299880) (← links)
• Evaluation of the GIC rollover option (Q1333588) (← links)
• A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
• The persistence in volatility of the US term premium 1970--1986 (Q1352231) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• A variational approach for pricing options and corporate bounds (Q1367716) (← links)
• Unemployment insurance and mortgages (Q1381476) (← links)
• How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
• A simple long-memory equilibrium interest rate model (Q1391624) (← links)
• Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
• Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I. (Q1412399) (← links)
• Transition probability functions for martingale laws of bond prices. (Q1413276) (← links)
• Allocating unfunded liability in pension valuation under uncertainty. (Q1413324) (← links)
• Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
• Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
• Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
• Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
• The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
• Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
• A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651) (← links)
• Affine processes and applications in finance (Q1425484) (← links)