Pages that link to "Item:Q2856469"

The following pages link to A theory of the term structure of interest rates (Q2856469):

Displaying 50 items.

• Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
• On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
• Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238) (← links)
• On the Fisher-Weil immunization theorem (Q1096303) (← links)
• Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
• A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
• Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
• Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
• Capital accumulation in a stochastic decentralized economy (Q1169391) (← 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)
• 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)
• Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
• Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
• Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
• Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655) (← links)
• Estimating the parameters of stochastic differential equations (Q1299880) (← links)
• Supermodular ordering and stochastic annuities (Q1302132) (← links)
• Using Kalman filter and finite difference techniques in default free bond pricing models (Q1313176) (← links)
• Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178) (← 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)
• Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← 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)
• Rational expectations, inflation and the nominal interest rate (Q1377321) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
• Asset allocation with time variation in expected returns (Q1381452) (← links)
• How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
• An integrated stock-bond portfolio optimization model (Q1391444) (← links)
• Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
• An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974) (← links)
• Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
• On the functional estimation of jump-diffusion models. (Q1398983) (← links)
• Empirical option pricing: A retrospection (Q1398987) (← links)
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I. (Q1412399) (← links)
• Mortality derivatives and the option to annuitise. (Q1413287) (← links)
• Allocating unfunded liability in pension valuation under uncertainty. (Q1413324) (← 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)
• Impact of divergent consumer confidence on option prices (Q1417891) (← links)
• The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
• Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613) (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• Simple approximations for option pricing under mean reversion and stochastic volatility (Q1424642) (← links)
• Affine processes and applications in finance (Q1425484) (← links)
• Interest rate swaps under CIR. (Q1426797) (← links)
• Optimal pension management in a stochastic framework. (Q1430674) (← links)