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.
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
- A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059) (← links)
- Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes (Q2664757) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
- Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy (Q2672736) (← links)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- A quantum mechanics for interest rate derivatives markets (Q2675519) (← links)
- Strong solutions to a beta-Wishart particle system (Q2677000) (← links)
- Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← links)
- Multivariate claim processes with rough intensities: properties and estimation (Q2682990) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
- Testing for co-nonlinearity (Q2687873) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- Hamilton-Jacobi equations for controlled gradient flows: the comparison principle (Q2689331) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
- Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
- A theory of the nominal term structure of interest rates. (Q2760396) (← links)
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
- Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798) (← links)
- Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- The valuation of options on foreign exchange rate in a target zone (Q2806367) (← links)
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
- Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
- Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates (Q2831007) (← links)
- Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696) (← links)
- An equilibrium model of debt and bankruptcy (Q2835344) (← links)
- Note on the Smith-Wilson interest rate curve (Q2836215) (← links)
- Chi-square simulation of the CIR process and the Heston model (Q2841330) (← links)
- On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
- Libor market model under the real-world measure (Q2842538) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
