A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856): Difference between revisions

@@ Property / author @@
+Rogemar S. Mamon
@@ Property / author: Rogemar S. Mamon / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+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 @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+FINANCIAL SIGNAL PROCESSING: A SELF CALIBRATING MODEL
+Normal rank
@@ Property / cites work @@
+Mathematics of financial markets
@@ Property / cites work: Mathematics of financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic flows and the forward measure
@@ Property / cites work: Stochastic flows and the forward measure / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-functional interest rate models
@@ Property / cites work: Markov-functional interest rate models / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Mortgages and Markov Chains: A Simplified Evaluation Model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5696856