The following pages link to Black's consol rate conjecture (Q1901078):
Displaying 24 items.
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
- Consols In the Cir Model (Q4372004) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
- On the existence of solution to one–dimensional forward–backward sdes (Q4946982) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
- (Q6097286) (← links)
- Going forward \& backward with Jin Ma (Q6164083) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices (Q6563721) (← links)
- Fully coupled forward-backward stochastic differential equations driven by sub-diffusions (Q6592819) (← links)
