Pages that link to "Item:Q2506998"
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The following pages link to Forward interest rate curves in discrete time settings driven by random fields (Q2506998):
Displaying 9 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Parameter estimation in diagonalizable bilinear stochastic parabolic equations (Q625294) (← links)
- A note on arbitrage in term structure (Q940999) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Limiting connection between discrete and continuous time forward interest rate curve models (Q1415867) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
- (Q5486562) (← links)