Pages that link to "Item:Q5363838"
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The following pages link to An equilibrium characterization of the term structure (Q5363838):
Displayed 50 items.
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452) (← links)
- A spectral method for bonds (Q2384583) (← links)
- On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
- Good-deal option price bounds for a non-traded event with stochastic return: a note (Q2431778) (← links)
- Computational aspects of integrated market and credit portfolio models (Q2460076) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244) (← links)
- Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (Q2469854) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618) (← links)
- On the control of defined-benefit pension plans (Q2507944) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Consistency conditions for affine term structure models. (Q2574626) (← links)
- Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- A class of asset pricing models governed by subordinate processes that signal economic shocks (Q2654429) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)
- Minimum-Relative-Entropy Calibration of Asset-Pricing Models (Q2703108) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- (Q2744950) (← links)
- Proximal interior point method for convex semi-infinite programming (Q2778680) (← links)
- HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE? (Q3022035) (← links)
- A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036) (← links)
- A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040) (← links)
- INCREASING SPOT RATES OF INTEREST: STRUCTURE OF THE PRICE OF A DEFAULT FREE DISCOUNT BOND (Q3022046) (← links)
- THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049) (← links)
- A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO (Q3022054) (← links)
- EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES (Q3022055) (← links)
- MOVING AVERAGES AND PRICE DYNAMICS (Q3022065) (← links)
- THE HEATH–JARROW–MORTON DURATION AND CONVEXITY: A GENERALIZED APPROACH (Q3022073) (← links)
- DEFAULTABLE DEBT PRICING IN MULTI-FACTOR MODELS (Q3022087) (← links)
- PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE (Q3023919) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE (Q3125791) (← links)