Pages that link to "Item:Q5281723"
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The following pages link to AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK (Q5281723):
Displaying 9 items.
- Affine forward variance models (Q1999593) (← links)
- Libor market model under the real-world measure (Q2842538) (← links)
- Smooth and bid-offer compliant volatility surfaces under general dividend streams (Q2871432) (← links)
- Analysis of drawdowns and drawups in the US$ interest-rate market (Q3437385) (← links)
- (Q3515579) (← links)
- A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm (Q5245357) (← links)
- A Black–Litterman approach to correlation stress testing (Q5245918) (← links)
- The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship (Q5746767) (← links)
- Consistent curves in the -world: optimal bonds portfolio (Q6592289) (← links)