Pages that link to "Item:Q2856469"

The following pages link to A theory of the term structure of interest rates (Q2856469):

Displaying 50 items.

• Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
• Efficient sampling of conditioned Markov jump processes (Q2329829) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• A multicurve cross-currency LIBOR market model (Q2337026) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
• Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
• Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
• Exponential moments of affine processes (Q2341630) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Bipower variation with jumps and correlated returns (Q2345250) (← links)
• Monetary transaction costs and the term premium (Q2346324) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
• Market-based estimation of stochastic volatility models (Q2347717) (← links)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
• Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
• Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
• Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
• Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
• Verhulst versus CIR (Q2355529) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
• Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• Modeling futures price dynamics on the RTS and MICEX indices (Q2364212) (← links)
• Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
• Calibration and simulation of Heston model (Q2364763) (← links)
• Optimal production of innovations under uncertainty (Q2367175) (← links)
• Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
• Statistical inference using higher-order information (Q2370522) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• Catastrophe equity put options with target variance (Q2374098) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
• Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
• Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
• Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
• Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
• Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
• Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452) (← links)
• A spectral method for bonds (Q2384583) (← links)
• On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
• Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)