Pages that link to "Item:Q2856469"

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

Displaying 50 items.

• Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049) (← links)
• Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
• Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
• Tractable forms of the bond pricing equation (Q1764962) (← links)
• Survival models based on the Ornstein-Uhlenbeck process (Q1770870) (← links)
• Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
• Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
• Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
• An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
• Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
• Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
• International investing in uncertain financial market (Q1800309) (← links)
• PDE solutions of stochastic differential utility (Q1802947) (← links)
• Term premia comovement in German, Japanese, and U.S. domestic markets (Q1804599) (← links)
• Pricing of multiple defaultable bond (Q1847632) (← links)
• An algorithm for solving bond pricing problem. (Q1855661) (← links)
• Time horizon and the discount rate. (Q1867560) (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
• Existence of invariant manifolds for stochastic equations in infinite dimension (Q1869055) (← links)
• Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
• Minimum distance estimation and testing for interest rate models (Q1897668) (← links)
• Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
• Long-term returns in stochastic interest rate models (Q1904997) (← links)
• Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
• Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
• Robust analysis of default intensity (Q1927110) (← links)
• A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
• Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• The density of bounded diffusions (Q1927725) (← links)
• The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
• The term structure of interest rates under regime shifts and jumps (Q1929464) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
• Model checks for the volatility under microstructure noise (Q1932237) (← links)
• A forward-backward SDE approach to affine models (Q1932521) (← links)
• Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
• Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
• Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
• Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
• The beneficial role of random strategies in social and financial systems (Q1953117) (← links)
• Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
• Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
• Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
• Pricing and hedging long-term options (Q1969824) (← links)
• Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
• Term structure modeling and asymptotic long rate (Q1974033) (← links)
• Modeling the intraday electricity demand in Germany (Q1979678) (← links)