Pages that link to "Item:Q2574626"
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The following pages link to Consistency conditions for affine term structure models. (Q2574626):
Displaying 17 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (Q665718) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS (Q5114678) (← links)
