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.
- THE HEATH–JARROW–MORTON DURATION AND CONVEXITY: A GENERALIZED APPROACH (Q3022073) (← links)
- MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107) (← links)
- PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE (Q3023919) (← links)
- Explicit Solution Processes for Nonlinear Jump-Diffusion Equations (Q3060130) (← links)
- Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- Lapse rate modeling: a rational expectation approach (Q3077750) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← links)
- DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470) (← links)
- Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures (Q3114544) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS (Q3121229) (← links)
- FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES (Q3126232) (← links)
- An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces (Q3128358) (← links)
- Credit default swaps with and without counterparty and collateral adjustments (Q3145079) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420) (← links)
- Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model (Q3155698) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models (Q3174925) (← links)
- An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- Optimal Strategies for a Long-Term Static Investor (Q3191881) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105) (← links)
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges (Q3302174) (← links)
- Stochastic acceleration in generalized squared Bessel processes (Q3302188) (← links)
- On the discretization schemes for the CIR (and Bessel squared) processes (Q3367271) (← links)
- Moment swaps (Q3375396) (← links)
- Valuation of volatility derivatives as an inverse problem (Q3375397) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- An Asymptotic Method to a Financial Optimization Problem (Q3401709) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
