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.
- Sovereign risk in the Euro area: a multivariate stochastic process approach (Q4555203) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (Q4558889) (← links)
- Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- Bifactorial Pricing Models: Light and Shadows in Correlation Role (Q4561904) (← links)
- Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties (Q4565969) (← links)
- Introduction to Stochastic Models in Biology (Q4567928) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (Q4575380) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- A bivariate model for evaluating equity-linked policies with surrender option (Q4576967) (← links)
- On the valuation of reverse mortgage insurance (Q4576970) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Perpetual Options on Multiple Underlyings (Q4585898) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- The real risk in pension forecasting (Q4585946) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (Q4604870) (← links)
- Modelling the Uruguayan Debt Through Gaussians Models (Q4606782) (← links)
- Log-Gaussian Cox processes in infinite-dimensional spaces (Q4606866) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model (Q4609030) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- On the accuracy of the local linear approximation for the term structure of interest rates (Q4610220) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Delta-hedging vega risk? (Q4610265) (← links)
- Designing Minimum Guaranteed Return Funds (Q4613809) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- On the American swaption in the linear-rational framework (Q4619526) (← links)
- (Q4627085) (← links)
- Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039) (← links)
- PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409) (← links)
