Pages that link to "Item:Q885261"
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The following pages link to Some results on strong solutions of SDEs with applications to interest rate models (Q885261):
Displaying 4 items.
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- Explosion in the quasi-Gaussian HJM model (Q1650943) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS (Q3502126) (← links)