Pages that link to "Item:Q1421690"
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The following pages link to An interest rate model with upper and lower bounds (Q1421690):
Displaying 36 items.
- Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- Large deviations for statistics of the Jacobi process (Q1004404) (← links)
- Pricing derivatives in zone model (Q1421691) (← links)
- Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- The moments of a diffusion process (Q1642244) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity (Q1996830) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Control strategies for transport networks under demand uncertainty (Q2095537) (← links)
- The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process (Q2145577) (← links)
- Linear credit risk models (Q2282965) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Dirichlet form analysis of the Jacobi process (Q2685911) (← links)
- Tight bounds for the effective interest rate under the German decree on the quotation of prices in an annuity problem (Q2746152) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- Time-inhomogeneous polynomial processes (Q5113867) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Polynomial Processes for Power Prices (Q5217497) (← links)
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
- Optimal portfolios with sustainable assets: aspects for life insurers (Q6173884) (← links)
- Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis (Q6202927) (← links)
- Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process (Q6617603) (← links)
