Pages that link to "Item:Q5241564"
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The following pages link to Unspanned stochastic volatility in the multifactor CIR model (Q5241564):
Displaying 4 items.
- Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options (Q3117847) (← links)
- Discount models (Q6074009) (← links)
- Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
- Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility (Q6549857) (← links)