Pages that link to "Item:Q2851559"
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The following pages link to Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559):
Displaying 6 items.
- Sequential arbitrage measurements and interest rate envelopes (Q1014010) (← links)
- An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- Stochastic Control and Pricing Under Swap Measures (Q5746532) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)