Pages that link to "Item:Q1631415"
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The following pages link to The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415):
Displaying 7 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007) (← links)
- On the applicability of stochastic volatility models (Q1010565) (← links)
- The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933) (← links)
- A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
- (Q3109179) (← links)
- Processes with volatility‐induced stationarity: an application for interest rates (Q5438539) (← links)