Pages that link to "Item:Q5386288"
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The following pages link to On Markovian short rates in term structure models driven by jump-diffusion processes (Q5386288):
Displaying 11 items.
- What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
- A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
- Short rate analysis and marked point processes (Q1806288) (← links)
- A time-varying Markov chain model of term structure. (Q1871340) (← links)
- Markovian term structure models in discrete time (Q1872398) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- When is the short rate Markovian? (Q2760391) (← links)
- WHEN IS THE SHORT RATE MARKOVIAN? (Q4372040) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
- Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model (Q5936316) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
