Pages that link to "Item:Q3576960"
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The following pages link to A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960):
Displaying 7 items.
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Stability analysis of Riccati differential equations related to affine diffusion processes (Q847047) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)