The following pages link to (Q4868517):
Displaying 22 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A model of the term structure of interest rates for an economically dependent country (Q1000358) (← links)
- On the quasi Gaussian interest rate models (Q1012314) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- On the distribution of extended CIR model (Q1726700) (← links)
- Term structure modeling and asymptotic long rate (Q1974033) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Interest rate term structure modelling (Q2275618) (← links)
- Financial planning for Young households (Q2393342) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194) (← links)
- “Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009 (Q5029077) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
