Pages that link to "Item:Q491007"

The following pages link to Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007):

Displaying 9 items.

• A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
• A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791) (← links)
• Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
• The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
• The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
• The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
• Editorial: Mathematical modeling and computational methods (Q5892107) (← links)