Pages that link to "Item:Q1413350"
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The following pages link to Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350):
Displaying 5 items.
- Discrete time Wishart term structure models (Q543795) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Efficient Factor Models For Yield Curve Dynamics (Q5715999) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
