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.
- APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (Q4631690) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
- Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (Q4639222) (← links)
- A model of non-Gaussian diffusion in heterogeneous media (Q4639434) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- TENOR SPECIFIC PRICING (Q4649506) (← links)
- MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (Q4653009) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041) (← links)
- Guaranteed Annuity Options (Q4661677) (← links)
- Testing Distributions of Stochastically Generated Yield Curves (Q4661706) (← links)
- AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
- AFFINE LATTICE MODELS (Q4675935) (← links)
- Incomplete Exponential and Hypergeometric Functions with Applications to the Non Central χ<sup>2</sup>-Distribution (Q4678831) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
- Stochastic Models for Oil Prices and the Pricing of Futures on Oil (Q4682479) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- Implied integrated variance and hedging (Q4683083) (← links)
- General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- Weak solution of stochastic differential equations with fractional diffusion coefficient (Q4685691) (← links)
- PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)
- Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
- Probability Properties of Interest Rate Models (Q4690243) (← links)
- The Term Structure of Interest Rates: Bounded or Falling? (Q4707096) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- State space approach to the term structure of interest rates (Q4721040) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities (Q4903546) (← links)
- Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
- A Multiresolution Method for Parameter Estimation of Diffusion Processes (Q4904733) (← links)
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524) (← links)
- GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545) (← links)
- PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242) (← links)
- Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- Sample paths of continuous-state branching processes with dependent immigration (Q4967293) (← links)
- Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
