Pages that link to "Item:Q5940867"
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The following pages link to Discrete-time continuous-state interest rate models (Q5940867):
Displaying 8 items.
- Discrete time Wishart term structure models (Q543795) (← links)
- An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia, Japan, and the United Kingdom (Q1000486) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- Discretization of deflated bond prices (Q4507957) (← links)
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
- State space approach to the term structure of interest rates (Q4721040) (← links)
- (Q4866228) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)