Pages that link to "Item:Q4541546"
From MaRDI portal
The following pages link to Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (Q4541546):
Displaying 6 items.
- The multifactor nature of the volatility of futures markets (Q853577) (← links)
- Volatility models of currency futures in developed and emerging markets. (Q1418607) (← links)
- A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574) (← links)
- IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA (Q3564993) (← links)
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
- (Q4550919) (← links)