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.
- ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS (Q5411396) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
- A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
- A SPREAD-RETURN MEAN-REVERTING MODEL FOR CREDIT SPREAD DYNAMICS (Q5420697) (← links)
- Controllability of Laguerre and Jacobi equations (Q5423839) (← links)
- HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664) (← links)
- Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614) (← links)
- Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence (Q5429617) (← links)
- Estimating a Convex Function in Nonparametric Regression (Q5430588) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
- A test of the beta model on Eurodollar futures options (Q5433095) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
- Jacobi rational approximation and spectral method for differential equations of degenerate type (Q5444310) (← links)
- Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital (Q5455558) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
- PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447) (← links)
- Some Properties of CIR Processes (Q5484536) (← links)
- Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (Q5484649) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827) (← links)
- VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS (Q5487844) (← links)
- Market Based Tools for Managing the Life Insurance Company (Q5490580) (← links)
- Book Review: Stochastic calculus for finance (Q5494739) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
- A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)
- On accurate and provably efficient GARCH option pricing algorithms (Q5697325) (← links)
- A framework to measure integrated risk (Q5697341) (← links)
- AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729) (← links)
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
- OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)
- Efficient Factor Models For Yield Curve Dynamics (Q5715999) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- Optimal Annuitization Policies (Q5718145) (← links)
- A Gaussian Process of Yield Rates Calibrated with Strips (Q5718217) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- Interest Rate Risk Management (Q5718251) (← links)
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks (Q5718254) (← links)
- Economic Valuation Models for Insurers (Q5718299) (← links)
- Long-Term Yield Rates for Actuarial Valuations (Q5718373) (← links)
- Term Structure Models: A Perspective from the Long Rate (Q5718383) (← links)
- A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
