A joint stock and bond market based on the hyperbolic Gaussian model (Q362053): Difference between revisions

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+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
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+B25
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+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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+6199557
@@ Property / zbMATH DE Number: 6199557 / rank @@
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+interest rate models
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@@ Property / zbMATH Keywords @@
+potential approach
@@ Property / zbMATH Keywords: potential approach / rank @@
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@@ Property / zbMATH Keywords @@
+dividend discount approach
@@ Property / zbMATH Keywords: dividend discount approach / rank @@
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@@ Property / zbMATH Keywords @@
+Kalman filter
@@ Property / zbMATH Keywords: Kalman filter / rank @@
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@@ Property / zbMATH Keywords @@
+Monte Carlo simulation
@@ Property / zbMATH Keywords: Monte Carlo simulation / rank @@
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@@ Property / zbMATH Keywords @@
+hyperbolic Gaussian model
@@ Property / zbMATH Keywords: hyperbolic Gaussian model / rank @@
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+Interest rate models -- theory and practice
@@ Property / cites work: Interest rate models -- theory and practice / rank @@
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@@ Property / cites work @@
+A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
+Normal rank
@@ Property / cites work @@
+A note on the Flesaker-Hughston model of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Term structure modeling and asymptotic long rate
@@ Property / cites work: Term structure modeling and asymptotic long rate / rank @@
+Normal rank
@@ Property / cites work @@
+State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:362053