LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166): Difference between revisions

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+W2061379033
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+QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM
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+Discrete time Wishart term structure models
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+Q4942767
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+Design and Estimation of Quadratic Term Structure Models *
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+Q4435813
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+Option pricing in the presence of natural boundaries and a quadratic diffusion term
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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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