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.
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- A conditional-SGT-VaR approach with alternative GARCH models (Q2480227) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- Continuous and tractable models for the variation of evolutionary rates (Q2489580) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- A stochastic model and a functional central limit theorem for information processing in large systems of neurons (Q2500112) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Monotonicity of the value function for a two-dimensional optimal stopping problem (Q2511558) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- A multinomial tree model for pricing credit default swap options (Q2513334) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- A new algorithm for latent state estimation in non-linear time series models (Q2518712) (← links)
- Long-term behavior of stochastic interest rate models with Markov switching (Q2520458) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Large deviations for squared radial Ornstein-Uhlenbeck processes. (Q2574517) (← links)
- Consistency conditions for affine term structure models. (Q2574626) (← links)
- Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- A semi-Markov modulated interest rate model (Q2637384) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Probing option prices for information (Q2642481) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
- On a set of data for the membrane potential in a neuron (Q2643360) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)
- Regularity and a Liouville theorem for a class of boundary-degenerate second order equations (Q2656272) (← links)
