Pages that link to "Item:Q4673669"
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The following pages link to QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669):
Displaying 29 items.
- Discrete time Wishart term structure models (Q543795) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Linear-quadratic term structure models for negative Euro area yields (Q1673466) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
- LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model (Q4689909) (← links)
- Quadratic ARCH Models (Q4883973) (← links)
- POLYNOMIAL TERM STRUCTURE MODELS (Q4994442) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280) (← links)
- Consistency Problems for Jump‐diffusion Models (Q5312580) (← links)
- A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)
