Pages that link to "Item:Q1042585"
From MaRDI portal
The following pages link to Random field forward interest rate models, market price of risk and their statistics (Q1042585):
Displaying 4 items.
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Forward interest rate curves in discrete time settings driven by random fields (Q2506998) (← links)
- (Q5486562) (← links)