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.
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Pricing model of interest rate swap with a bilateral default risk (Q964973) (← links)
- The valuation of convertible bonds with numeraire changes (Q966534) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- A model of the term structure of interest rates for an economically dependent country (Q1000358) (← links)
- An implementation of the HJM model with application to Japanese interest futures (Q1000404) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- An efficient ex-ante criterion for ranking investment strategies (Q1015807) (← links)
- Investment under uncertainty -- does competition matter? (Q1017017) (← links)
- A Monte Carlo approach for the American put under stochastic interest rates (Q1017025) (← links)
- Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
- Discounting with fat-tailed economic growth (Q1029243) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Optimal cash management under uncertainty (Q1043253) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238) (← links)
- Top-down approaches for integrated risk management: how accurate are they? (Q1046070) (← links)
- A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320) (← links)
- A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- Implied volatility from the term structure: a simple analytical approximation (Q1127430) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
- Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
- Some system theoretic aspects of interest rate theory (Q1265913) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model (Q1278069) (← links)
- Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
- Estimating the parameters of stochastic differential equations (Q1299880) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)