Pages that link to "Item:Q1000404"
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The following pages link to An implementation of the HJM model with application to Japanese interest futures (Q1000404):
Displaying 6 items.
- An extensive analysis on the Japanese markets via S. Taylor's model (Q1000375) (← links)
- Quality options and hedging in Japanese government bond futures markets (Q1000408) (← links)
- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150) (← links)
- On Gaussian HJM framework for Eurodollar futures (Q2862428) (← links)
- An easy method to price quanto forward contracts in the HJM model with stochastic interest rates (Q2912251) (← links)
- Pricing forward-start options in the HJM framework; evidence from the Polish market (Q4548945) (← links)
