Pages that link to "Item:Q4555686"
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The following pages link to Recovery with Unbounded Diffusion Processes* (Q4555686):
Displaying 9 items.
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
- Almost sure recovery in quasi-periodic structures (Q2680384) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Ross recovery and the term structure of interest rates (Q2823406) (← links)
- Ross recovery with recurrent and transient processes (Q5001163) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- Forecasting market index volatility using Ross-recovered distributions (Q5068087) (← links)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678) (← links)