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 18 items.
- 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)
- Stochastic differential equations in finance (Q5899819) (← 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)