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.
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452) (← links)
- A spectral method for bonds (Q2384583) (← links)
- On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process (Q2402583) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Interest rate swap pricing with default risk under variance gamma process (Q2408891) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Bi-cubic B-spline fitting-based local volatility model with mean reversion process (Q2416527) (← links)
- Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
- Good-deal option price bounds for a non-traded event with stochastic return: a note (Q2431778) (← links)
- Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
- Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
- When can insurers offer products that dominate delayed old-age pension benefit claiming? (Q2445997) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data (Q2446249) (← links)
- On solutions to fuzzy stochastic differential equations with local martingales (Q2446821) (← links)
- Quantifying credit and market risk under Solvency II: standard approach versus internal model (Q2447420) (← links)
- Does modeling framework matter? A comparative study of structural and reduced-form models (Q2447508) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- Computational aspects of integrated market and credit portfolio models (Q2460076) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244) (← links)
- Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (Q2469854) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618) (← links)
- On the control of defined-benefit pension plans (Q2507944) (← links)