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.
- Extrapolating Long-Run Yield Curves: An Innovative and Consistent Approach (Q6075091) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- Joint pricing and quality decision model under stochastic reference quality effect (Q6092605) (← links)
- CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- A nonautonomous Cox-Ingersoll-Ross equation with growing initial conditions (Q6105359) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds (Q6107670) (← links)
- Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models (Q6111898) (← links)
- Pricing two-asset rainbow options with the fast Fourier transform (Q6112085) (← links)
- A country-specific COVID-19 model (Q6113792) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)
- Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model (Q6131011) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)
- On short-term loan interest rate models: a first passage time approach (Q6156678) (← links)
- Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) (← links)
- Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) (← links)
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
- Asymmetric short-rate model without lower bound (Q6158399) (← links)
- Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
- Strong approximation of Bessel processes (Q6164838) (← links)
- Sticky Feller diffusions (Q6165209) (← links)
- Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
- Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes (Q6170560) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
- A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis (Q6176167) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
- The roles of extrinsic periodic information on the stability of stock price (Q6176894) (← links)
- Interest rate modeling with generalized Langevin equations (Q6179289) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
- Approximate filtering via discrete dual processes (Q6189184) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
- Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)
