Pages that link to "Item:Q1409832"

The following pages link to On the construction of finite dimensional realizations for nonlinear forward rate models (Q1409832):

Displaying 20 items.

• Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
• Optimal portfolios in commodity futures markets (Q468419) (← links)
• Interest rate theory and geometry (Q604623) (← links)
• A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
• Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
• Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
• Existence of invariant manifolds for stochastic equations in infinite dimension (Q1869055) (← links)
• A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921) (← links)
• Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
• Invariance of closed convex cones for stochastic partial differential equations (Q2408615) (← links)
• Foundations of the theory of semilinear stochastic partial differential equations (Q2444211) (← links)
• Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
• A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? (Q3067162) (← links)
• A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
• Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
• RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
• CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
• HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664) (← links)
• ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES (Q5483440) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)