Pages that link to "Item:Q2916248"
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The following pages link to Methods of bond pricing and the market price of the interest rate risk (Q2916248):
Displaying 8 items.
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
- Tractable forms of the bond pricing equation (Q1764962) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Estimating the price of pure discount bond: eigenfunction expansion approach (Q2796472) (← links)
- A mathematical model of pricing in a large system of cash bonds (Q3722214) (← links)
- (Q4442576) (← links)
- Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices (Q5135567) (← links)