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.
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model'' (Q2243260) (← links)
- The impact of financial risks on financial investment in infrastructure: based on a two-factor stochastic differential equation (Q2244403) (← links)
- Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Correlated log-normal random variables under a multiscale volatility model (Q2247624) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Heston model: the variance swap calibration (Q2247916) (← links)
- Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach (Q2259242) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- On weak approximations of CIR equation with high volatility (Q2270458) (← links)
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Limit properties of continuous self-exciting processes (Q2273724) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- From volatility smiles to the volatility of volatility (Q2292044) (← links)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- F for finance. From classical financial mathematics to portfolio theory and new financial products (Q2304768) (← links)
- Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach (Q2305319) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
- Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
