Pages that link to "Item:Q2191452"
From MaRDI portal
The following pages link to A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452):
Displaying 8 items.
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- (Q3407139) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)
- Decomposing LIBOR in transition: evidence from the futures markets (Q6166217) (← links)
- Systemic perspective of term risk in bank funding markets (Q6644193) (← links)