THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00314.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122118911 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Purebred or hybrid?: Reproducing the volatility in term structure dynamics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feller processes of normal inverse Gaussian type / rank
 
Normal rank
Property / cites work
 
Property / cites work: The surprise element: Jumps in interest rates. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937699 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4850020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Design and Estimation of Quadratic Term Structure Models * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of Eigenfunction Expansions in Continuous-Time Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Step Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Expansions for Asian (Average Price) Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookback options and diffusion hitting times: a spectral expansion approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: The spectral representation of Bessel processes with constant drift: applications in queueing and finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4350437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank

Latest revision as of 09:39, 28 June 2024

scientific article
Language Label Description Also known as
English
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
scientific article

    Statements

    THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (English)
    0 references
    0 references
    0 references
    22 May 2008
    0 references

    Identifiers