Nonparametric Methods in Continuous Time Model Specification (Q3432679): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+The Pricing of Options and Corporate Liabilities
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Some higher-order theory for a consistent non-parametric model specification test
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+A simple consistent bootstrap test for a parametric regression function
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+Q4794152
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+An equilibrium characterization of the term structure
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