The following pages link to (Q5478316):
Displaying 50 items.
- Term structure extrapolation and asymptotic forward rates (Q282277) (← links)
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Adjustable and fixed interest rates mortgage markets modelling (Q301222) (← links)
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Assessing inflation risk in non-life insurance (Q903336) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Calibration of short rate term structure models from bid-ask coupon bond prices (Q2148264) (← links)
- Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
- Interest rate term structure modelling (Q2275618) (← links)
- Three retirement decision models for defined contribution pension plan members: a simulation study (Q2276201) (← links)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- Quantifying credit and market risk under Solvency II: standard approach versus internal model (Q2447420) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Three-factor interest rate models (Q2583432) (← links)
- An equilibrium model of debt and bankruptcy (Q2835344) (← links)
- An elementary introduction to stochastic interest rate modeling. (Q2891963) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamics (Q3168499) (← links)
- Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523) (← links)
- Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105) (← links)
- THE MULTI-CURVE POTENTIAL MODEL (Q3460685) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- (Q4495099) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- Perpetual points and periodic perpetual loci in maps (Q4601356) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
- GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545) (← links)
- A general model system related to affine stochastic differential equations (Q4965634) (← links)
- THE CARMA INTEREST RATE MODEL (Q4979881) (← links)
- Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
- The Impact of DC Pension Systems on Population Dynamics (Q5019712) (← links)
- CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (Q5245891) (← links)
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276) (← links)
- COHERENT CHAOS INTEREST-RATE MODELS (Q5256833) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- On dependence of volatility on return for stochastic volatility models (Q5410814) (← links)
- (Q5688059) (← links)
