Pages that link to "Item:Q2687853"
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The following pages link to Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853):
Displaying 9 items.
- Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
- Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
- Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (Q2271607) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- ON THE FOUR-PARAMETER BOND PRICING MODEL (Q2959628) (← links)
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551) (← links)
- (Q5413580) (← links)