Pages that link to "Item:Q1879909"
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The following pages link to A characterization of hedging portfolios for interest rate contingent claims. (Q1879909):
Displaying 13 items.
- Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Exponential moments for HJM models with jumps (Q1003342) (← links)
- The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- A quantum mechanics for interest rate derivatives markets (Q2675519) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
