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.
- 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)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- The marginal value of management using stochastic control (Q2277124) (← 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)
- 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)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587) (← links)
- Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
- Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model (Q3155698) (← links)
- Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
- CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
- Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (Q3424331) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- The shadow price of information in continuous time decision problems (Q3765689) (← links)
- PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (Q4226868) (← links)
- A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
- An intertemporal general equilibrium model of asset prices with labor input (Q4246357) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
- Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919) (← links)
- Option Pricing When Jump Risk Is Systematic<sup>1</sup> (Q4345937) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)