Consistency conditions for affine term structure models. (Q2574626): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2003.10.002
@@ Property / DOI: 10.1016/j.spa.2003.10.002 / rank @@
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@@ Property / OpenAlex ID @@
+W1988196350
@@ Property / OpenAlex ID: W1988196350 / rank @@
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@@ Property / arXiv ID @@
+cond-mat/0404107
@@ Property / arXiv ID: cond-mat/0404107 / rank @@
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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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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+Affine processes and applications in finance
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q3736112
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+Q4273988
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+Q4713127
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+An equilibrium characterization of the term structure
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+Q5620934
@@ Property / cites work: Q5620934 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2003.10.002
@@ Property / DOI: 10.1016/J.SPA.2003.10.002 / rank @@
+Normal rank