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.
- Interpolation Methods for Curve Construction (Q3424329) (← links)
- Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (Q3424331) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- The square-root process and Asian options (Q3437388) (← links)
- A multivariate jump-driven financial asset model (Q3437395) (← links)
- Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
- International merger evaluation model with stochastic real exchange rate (Q3438316) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- A MOMENT MATCHING APPROACH TO THE VALUATION OF A VOLUME WEIGHTED AVERAGE PRICE OPTION (Q3444866) (← links)
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model (Q3445889) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
- Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
- PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS (Q3523516) (← links)
- A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS (Q3523536) (← links)
- VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (Q3523580) (← links)
- On the singular limit of solutions to the CIR interest rate model with stochastic volatility (Q3552444) (← links)
- REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
- EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL (Q3560077) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL (Q3576954) (← links)
- A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- High order discretization schemes for the CIR process: Application to affine term structure and Heston models (Q3584774) (← links)
- ENVIRONMENTAL INNOVATION, WAR OF ATTRITION AND INVESTMENT GRANTS (Q3589652) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- Designing minimum guaranteed return funds (Q3593608) (← links)
- Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
- Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations (Q3607665) (← links)
- Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304) (← links)
- A multi-quality model of interest rates (Q3623404) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES (Q3643587) (← links)
- On the resolution of the Vasicek-type interest rate model (Q3646089) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
- Weak convergence of term structure movements and the connection of prices and interest rates<sup>∗</sup> (Q4036136) (← links)
- Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility (Q4216100) (← links)
