Pages that link to "Item:Q941729"
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The following pages link to A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729):
Displaying 5 items.
- The surprise element: Jumps in interest rates. (Q1858907) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
- Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate (Q2707035) (← links)
- Generalized Inv-Log-Gamma-G processes (Q4634154) (← links)