Interest rate risk premium and equity valuation (Q601065): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s11424-010-0142-y
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+W2033356373
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@@ Property / cites work @@
+Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems
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+Risk premium and fair option prices under stochastic volatility: the HARA solution.
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+Reducing parabolic partial differential equations to canonical form
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+Interest rate models -- theory and practice
@@ Property / cites work: Interest rate models -- theory and practice / rank @@
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+An equilibrium characterization of the term structure
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