QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669): Difference between revisions

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+Affine processes and applications in finance
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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