Pages that link to "Item:Q4565077"
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The following pages link to LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077):
Displaying 4 items.
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE (Q5420696) (← links)
- STATE SPACE DECOMPOSITION AND CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL (Q6182052) (← links)