Pages that link to "Item:Q1367703"

The following pages link to Towards a general theory of bond markets (Q1367703):

Displaying 35 items.

• Mean reversion for HJMM forward rate models (Q3578036) (← links)
• Equivalent martingale measures for bridge processes (Q3984215) (← links)
• Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
• The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031) (← links)
• On hedging in finite security markets (Q4541574) (← links)
• Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
• Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
• The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (Q4562477) (← links)
• UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
• Some recent developments in stochastic volatility modelling (Q4646765) (← links)
• Deterministic implied volatility models (Q4646768) (← links)
• The Markov-switching jump diffusion LIBOR market model (Q4683051) (← links)
• Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis (Q4689915) (← links)
• The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
• No Arbitrage Theory for Bond Markets (Q4976509) (← links)
• Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
• The investor problem based on the HJM model (Q5028970) (← links)
• DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
• Bond market completeness under stochastic strings with distribution-valued strategies (Q5068080) (← links)
• On CIR Equations with General Factors (Q5112533) (← links)
• Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise (Q5189713) (← links)
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise (Q5276030) (← links)
• DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES (Q5297231) (← links)
• The Lévy Swap Market Model (Q5297934) (← links)
• Defaultable Bond Markets with Jumps (Q5388160) (← links)
• On a Class of Generalized Integrands (Q5430130) (← links)
• STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (Q5464334) (← links)
• The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
• The Bond Market's<i>q</i>^* (Q5850918) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
• A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
• Term structure modeling with overnight rates beyond stochastic continuity (Q6178393) (← links)
• IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)
• Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)