Pages that link to "Item:Q2715555"

The following pages link to The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques (Q2715555):

Displaying 8 items.

• A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
• Existence of Lévy term structure models (Q928496) (← links)
• Pointwise estimates for a class of non-homogeneous Kolmogorov equations (Q2471757) (← links)
• A filtered no arbitrage model for term structures from noisy data (Q2485832) (← links)
• The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
• On filtering in Markovian term structure models: an approximation approach (Q4330064) (← links)
• Fitting Yield Curve Models Using the Kalman Filter (Q5892243) (← links)
• Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets (Q6610444) (← links)