Pages that link to "Item:Q3696799"
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The following pages link to An Intertemporal General Equilibrium Model of Asset Prices (Q3696799):
Displayed 50 items.
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
- Understanding option prices (Q4647596) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- Methodology for stochastic volatility process calibration application to the CAC 40 index (Q4922640) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
- Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure (Q5242234) (← links)
- A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk (Q5397457) (← links)
- HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701) (← links)
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Q5696351) (← links)
- A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856) (← links)
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
- Risk-Based Capital Factor Determination With Jump Risk (Q5715967) (← links)
- Market Value Of Insurance Liabilities (Q5718075) (← links)
- Economic Valuation Models for Insurers (Q5718299) (← links)
- Asset pricing with disequilibrium price adjustment: theory and empirical evidence (Q5746757) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
- Stochastic differential equations in finance (Q5899819) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)
- Stochastic differential equations in finance (Q5925253) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Equilibrium in a stochastic model with consumption, wages and investment (Q5939300) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Equilibrium with new investment opportunities (Q5941431) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Phenomenology of the term structure of interest rates with Padé approximants (Q5945409) (← links)
- Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)
- Sequential detection of common transient signals in high dimensional data stream (Q6051585) (← links)
- A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
- On efficiency in disagreement economies (Q6062961) (← links)
- Asset pricing with dynamically inconsistent agents (Q6074012) (← links)
- Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) (← links)
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)