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 29 items.
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Two estimators for the APT model when factors are measured (Q373820) (← links)
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238) (← links)
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Conserved quantities for a class of \((1 + n)\)-dimensional linear evolution equation (Q434827) (← links)
- State-dependent utilities and incomplete markets (Q459808) (← links)
- Risk-neutral economy and zero price of risk (Q468114) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- A decision-making tool for project investments based on real options: the case of wind power generation (Q646672) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)