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.
- Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
- Time horizon and the discount rate. (Q1867560) (← links)
- Timing of investments in oligopoly under uncertainty: a framework for numerical analysis (Q1877069) (← links)
- Utility maximization with partial information (Q1890699) (← links)
- Uncertain term structure model of interest rate (Q1955463) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration (Q2066792) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- The marginal value of management using stochastic control (Q2277124) (← links)
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model (Q2287817) (← links)
- From volatility smiles to the volatility of volatility (Q2292044) (← links)
- Surplus participation schemes for life annuities under Solvency II (Q2303990) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors (Q2336455) (← links)
- On the forward rate concept in multi-state life insurance (Q2339120) (← links)
- Monetary transaction costs and the term premium (Q2346324) (← links)
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Precautionary saving in the presence of other risks (Q2373377) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- An extension of Heston's SV model to stochastic interest rates (Q2423541) (← links)
- Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Real R\&D options with time-to-learn and learning-by-doing (Q2480213) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Estimation and evaluation of the term structure of credit default swaps: An empirical study (Q2518537) (← links)
- Construction of a state space for interrelated securities with an application to temporary equilibrium theory (Q2564220) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
- ARCH models as diffusion approximations (Q2640240) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- A class of asset pricing models governed by subordinate processes that signal economic shocks (Q2654429) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
- The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)