Pages that link to "Item:Q1668933"

The following pages link to The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933):

Displaying 7 items.

• A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
• A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791) (← links)
• Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007) (← links)
• The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
• The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
• Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
• Jump factor models in large cross‐sections (Q5208562) (← links)