Pages that link to "Item:Q2856469"
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The following pages link to A theory of the term structure of interest rates (Q2856469):
Displaying 50 items.
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- Optimal VIX-linked structure for the target benefit pension plan (Q6494323) (← links)
- The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)
- Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. (Q6541106) (← links)
- Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (Q6543989) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
- Green transition, investment horizon, and dynamic portfolio decisions (Q6547048) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Seasonality in commodity prices: new approaches for pricing plain vanilla options (Q6549625) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
- On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise (Q6556737) (← links)
- PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices (Q6563721) (← links)
- Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
- Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)
- Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning (Q6572943) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models (Q6574660) (← links)
- The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
- Option pricing under jump diffusion model (Q6580270) (← links)
- Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations (Q6580300) (← links)
- Reverse mortgage and risk profile awareness: proposals for securitization (Q6580709) (← links)
- Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
- Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates (Q6582152) (← links)
- Pricing airbag option via first passage time approach (Q6592293) (← links)
- An affine model for short rates when monetary policy is path dependent (Q6594916) (← links)
- A two-factor structural model for valuing corporate securities (Q6594918) (← links)
- Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
- Approximating inverse cumulative distribution functions to produce approximate random variables (Q6601383) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
- Statistical inference for stochastic differential equations (Q6602008) (← links)
- Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force (Q6607268) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
- Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices (Q6616626) (← links)
- A Class of Non-Gaussian State Space Models With Exact Likelihood Inference (Q6616634) (← links)
- Volatility-Related Exchange Traded Assets: An Econometric Investigation (Q6623211) (← links)
- Poisson-Driven Stationary Markov Models (Q6623220) (← links)
- Generalized Autoregressive Positive-valued Processes (Q6626246) (← links)
