Pages that link to "Item:Q2191452"
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The following pages link to A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452):
Displaying 3 items.
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)
