Pages that link to "Item:Q5965851"
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The following pages link to Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Q5965851):
Displaying 9 items.
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q1709609) (← links)
- Erratum to ``Modelling nominal debt contracts and fixed rate debt'' [Economic letters 88 (2005) 67-72] (Q1928703) (← links)
- Correction to: ``The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration'' (Q2066793) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- (Q4554921) (← links)
- CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE” (Q4571704) (← links)
- Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products'' (Q5896847) (← links)
