Pages that link to "Item:Q1676383"
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The following pages link to Staying at zero with affine processes: an application to term structure modelling (Q1676383):
Displaying 7 items.
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Editors' introduction (Q5915738) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
- Generalized Autoregressive Positive-valued Processes (Q6626246) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
