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 21 items.
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
- Hawkes process modelling for chemical reaction networks in a random environment (Q6629677) (← links)
- Nonparametric Bayesian inference for stochastic processes with piecewise constant priors (Q6630469) (← links)
- On a class of problems related to financial mathematics (Q6632402) (← links)
- Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614) (← links)
- Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales (Q6633168) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
- Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)
- Capital income jumps and wealth distribution (Q6646172) (← links)
- Statistical inference for Ornstein-Uhlenbeck processes based on low-frequency observations (Q6650778) (← links)
- Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)
- Polynomial approximation of discounted moments (Q6659478) (← links)
- An unbounded intensity model for point processes (Q6664619) (← links)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (Q6665955) (← links)
- Long-term risk with stochastic interest rates (Q6667573) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
