Pages that link to "Item:Q5427664"
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The following pages link to HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664):
Displaying 7 items.
- Shape factors and cross-sectional risk (Q609842) (← links)
- The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
- Approximation and application of the Musiela stochastic PDE in forward rate models (Q4903547) (← links)
- Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model (Q5139218) (← links)
- Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model (Q5936316) (← links)