Pages that link to "Item:Q1381312"
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The following pages link to Volatility of the short rate in the rational lognormal model (Q1381312):
Displaying 6 items.
- ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388) (← links)
- Explosive behavior in a log-normal interest rate model (Q2842536) (← links)
- An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (Q3116080) (← links)
- A note on the volatility term structure in short rate models (Q4228319) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)