Pages that link to "Item:Q5363838"
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The following pages link to An equilibrium characterization of the term structure (Q5363838):
Displaying 50 items.
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- An analytically tractable interest rate model with humped volatility (Q1579480) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- New solutions to the bond-pricing equation via Lie's classical method (Q1585830) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- Short rate nonlinearities and regime switches. (Q1605421) (← links)
- Stochastic string models with continuous semimartingales (Q1618536) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- The volatility target effect in structured investment products with capital protection (Q1621618) (← links)
- On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831) (← links)
- Conditional Lie-Bäcklund symmetry reductions and exact solutions of a class of reaction-diffusion equations (Q1629195) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation (Q1633784) (← links)
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- The moments of a diffusion process (Q1642244) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187) (← links)
- Tightness of sums of independent identically distributed pseudo-Poisson processes in the Skorokhod space (Q1683210) (← links)
- Long-term factorization of affine pricing kernels (Q1687374) (← links)
- Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Pricing bond options in emerging markets: a case study (Q1690978) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets (Q1697251) (← links)
- Term structure forecasting in affine framework with time-varying volatility (Q1697871) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance (Q1707545) (← links)
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q1709609) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
- Studying term structure of SHIBOR with the two-factor Vasicek model (Q1724348) (← links)
- Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
