The real risk in pension forecasting (Q4585946): Difference between revisions

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+Arbitrage Theory in Continuous Time
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+Stochastic Interest Rates and the Bond-Stock Mix
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+Approximated moment-matching dynamics for basket-options pricing
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+The affine arbitrage-free class of Nelson-Siegel term structure models
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+A Theory of the Term Structure of Interest Rates
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+Forecasting the term structure of government bond yields
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+The log-normal approximation in financial and other computations
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+Q2891271
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+An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis
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+Term structure models and the zero bound: an empirical investigation of Japanese yields
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+Measuring the stance of monetary policy in zero lower bound environments
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+Optimum consumption and portfolio rules in a continuous-time model
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+Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
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+An equilibrium characterization of the term structure
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