Pages that link to "Item:Q2856469"

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

Displaying 50 items.

• Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
• Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
• Convertible bond valuation with regime switching (Q2145547) (← links)
• Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
• Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
• Inhomogeneous affine Volterra processes (Q2145777) (← links)
• The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
• Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
• An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217) (← links)
• Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
• Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
• Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
• Coherence resonance-like and efficiency of financial market (Q2163739) (← links)
• Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
• Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
• The stochastic \(\theta\)-SEIHRD model: adding randomness to the COVID-19 spread (Q2170821) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• A generalized Cox-Ingersoll-Ross equation with growing initial conditions (Q2182793) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
• A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
• First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
• Analyticity of the Cox-Ingersoll-Ross semigroup (Q2194068) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
• Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
• Dynamics of a mean-reverting stochastic volatility equation with regime switching (Q2207789) (← links)
• A pure-jump mean-reverting short rate model (Q2209739) (← links)
• Levelling the playing field: a VIX-linked structure for funded pension schemes (Q2212140) (← links)
• Term structure of discount rates for firms in the insurance industry (Q2212168) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
• On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851) (← links)
• Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets (Q2219623) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
• An evaluation of some popular investment strategies under stochastic interest rates (Q2227435) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)