Pages that link to "Item:Q3043426"
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The following pages link to Finite–dimensional Markovian realizations for stochastic volatility forward–rate models (Q3043426):
Displaying 10 items.
- On the construction of finite dimensional realizations for nonlinear forward rate models (Q1409832) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- On the existence of finite-dimensional realizations for nonlinear forward rate models. (Q2757313) (← links)
- Credit derivatives pricing with stochastic volatility models (Q2842532) (← links)
- ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS (Q5190055) (← links)
- ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES (Q5483440) (← links)
- An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- Implied roughness in the term structure of oil market volatility (Q6576878) (← links)
