Pages that link to "Item:Q666298"
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The following pages link to On the equivalence of a class of affine term structure models (Q666298):
Displaying 7 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
- Consistency conditions for affine term structure models. (Q2574626) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)