LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077): Difference between revisions

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+.06376
@@ Property / arXiv ID: 1608.06376 / rank @@
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+General theory of geometric Lévy models for dynamic asset pricing
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@@ Property / cites work @@
+SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST
@@ Property / cites work: SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST / rank @@
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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@@ Property / cites work @@
+Term Structure Models Driven by General Levy Processes
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@@ Property / cites work @@
+Q2760399
@@ Property / cites work: Q2760399 / rank @@
+Normal rank
@@ Property / cites work @@
+GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY
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@@ Property / cites work @@
+A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
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@@ Property / cites work @@
+Financial Derivatives in Theory and Practice
@@ Property / cites work: Financial Derivatives in Theory and Practice / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM
@@ Property / cites work: ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM / rank @@
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@@ Property / cites work @@
+VASIČEK BEYOND THE NORMAL
@@ Property / cites work: VASIČEK BEYOND THE NORMAL / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Term Risk: A Martingale Approach
@@ Property / cites work: Long-Term Risk: A Martingale Approach / rank @@
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@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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+A note on the Flesaker-Hughston model of the term structure of interest rates
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+An equilibrium characterization of the term structure
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@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
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+W3101034097
@@ Property / OpenAlex ID: W3101034097 / rank @@
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