The following pages link to A short term interest rate model (Q1297923):
Displaying 6 items.
- Drift and diffusion function specification for short-term interest rates (Q1927755) (← links)
- Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
- HJM-based short rate model with stochastic volatilities (Q2951283) (← links)
- A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)