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.
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Solutions of two-factor models with variable interest rates (Q952075) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Fundamental solutions to Kolmogorov equations via reduction to canonical form (Q955495) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Simulation-based Bayesian estimation of an affine term structure model (Q957220) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters (Q977000) (← links)
- Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
- What distinguishes individual stocks from the index? (Q977581) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
- A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
- A model of the term structure of interest rates for an economically dependent country (Q1000358) (← links)
- An implementation of the HJM model with application to Japanese interest futures (Q1000404) (← links)
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- On the applicability of stochastic volatility models (Q1010565) (← links)
- Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy (Q1027390) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
- Bessel process and conformal quantum mechanics (Q1035830) (← links)
