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- Identification and estimation of Gaussian affine term structure models 2017-05-12 Paper Estimation of affine term structure models with spanned or unspanned stochastic...10 bytes (18 words) - 09:25, 7 October 2023
- Paper PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS 2007-02-22 Paper Affine stochastic mortality 2006-10-05 Paper Pricing rate...10 bytes (18 words) - 18:12, 12 December 2023
- The annuity puzzle remains a puzzle 2018-08-10 Paper Testing affine term structure models in case of transaction costs 2016-03-30 Paper When can insurers...10 bytes (18 words) - 00:41, 10 December 2023
- dissipative systems and viscous fluid-dynamic models on \(\mathbb T^2\) 2008-06-24 Paper SOLVABLE AFFINE TERM STRUCTURE MODELS 2008-05-22 Paper Option pricing when...10 bytes (16 words) - 05:49, 12 December 2023
- COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 2003-08-13 Paper Transform Analysis and Asset Pricing for Affine Jump-diffusions 2002-05-28 Paper...10 bytes (18 words) - 00:51, 9 December 2023
- Paper Scenario modelling for selective hedging strategies 2008-10-24 Paper A portfolio-based evaluation of affine term structure models 2008-03-31 Paper...10 bytes (16 words) - 15:56, 10 December 2023
- High dimensional dynamic stochastic copula models 2015-10-30 Paper Estimation of affine term structure models with spanned or unspanned stochastic volatility...10 bytes (18 words) - 01:01, 11 December 2023
- stochastic volatility model in the HJM framework 2009-02-06 Paper Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models 2008-04-29 Paper...10 bytes (18 words) - 12:39, 24 September 2023
- Paper Term-structure models. A graduate course 2008-06-24 Paper Existence of Lévy term structure models 2008-06-18 Paper Convexity theory for the term structure...10 bytes (17 words) - 15:20, 8 December 2023
- https://portal.mardi4nfdi.de/entity/Q4969150 2020-10-05 Paper Long memory affine term structure models 2015-12-18 Paper...10 bytes (16 words) - 11:11, 6 October 2023
- Publication Date of Publication Type PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS 2020-06-25 Paper...10 bytes (16 words) - 22:48, 27 December 2023
- Publication Date of Publication Type PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS 2020-06-25 Paper...10 bytes (16 words) - 22:48, 27 December 2023
- Type A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* 2010-08-03 Paper...10 bytes (18 words) - 19:45, 26 December 2023
- Publication Type PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 2003-08-13 Paper...10 bytes (16 words) - 20:43, 26 December 2023
- Information 2019-01-30 Paper Identification and estimation of Gaussian affine term structure models 2017-05-12 Paper EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY...10 bytes (19 words) - 09:25, 7 October 2023
- absence of lock-in 2018-09-03 Paper A portfolio-based evaluation of affine term structure models 2008-03-31 Paper...10 bytes (16 words) - 12:41, 24 September 2023
- in the estimation of continuous-time affine term structure models? 2021-06-17 Paper Dynamic Term Structure Models Using Principal Components Analysis Near...10 bytes (18 words) - 23:04, 24 September 2023
- of Publication Type VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS 2007-06-20 Paper Reset and withdrawal rights in dynamic fund...10 bytes (18 words) - 09:43, 6 October 2023
- pseudospectral convex optimization 2023-10-25 Paper Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting...10 bytes (16 words) - 09:14, 25 September 2023
- Publication Type Affine term structure models: A time‐change approach with perfect fit to market curves 2023-09-28 Paper A SUBORDINATED CIR INTENSITY MODEL WITH APPLICATION...10 bytes (16 words) - 23:53, 27 December 2023
