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.
- Correlation and the pricing of risks (Q665786) (← links)
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Mean percentage of returns for stock market linked savings accounts (Q668589) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- SDE SIS epidemic model with demographic stochasticity and varying population size (Q671008) (← links)
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- The term structure of interest rates and regime shifts (Q672787) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- Participating life insurance policies: an accurate and efficient parallel software for COTS clusters (Q693200) (← links)
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072) (← links)
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
- Convex Sobolev inequalities derived from entropy dissipation (Q717439) (← links)
- Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
- A state predictor for continuous-time stochastic systems (Q730105) (← links)
- A singular stochastic differential equation driven by fractional Brownian motion (Q730713) (← links)
- Intelligible factors for the yield curve (Q736543) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Pricing convertible bonds and change of probability measure (Q741859) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- On the term structure of interest rates (Q753626) (← links)
- Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Weak approximation of CKLS and CEV processes by discrete random variables (Q779824) (← links)
- Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Valuing agricultural firms. An examination of the contingent-claims approach to pricing real assets (Q806716) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- On the pricing of defaultable bonds using the framework of barrier options (Q816769) (← links)
- A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- Estimation and inference in the yield curve model with an instantaneous error term (Q834330) (← links)
- Macroeconomic implications of term structures of interest rates under stochastic differential utility with non-unitary EIS (Q836969) (← links)
- Exact linearization of one-dimensional jump-diffusion stochastic differential equations (Q840343) (← links)
- Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761) (← links)
