Pages that link to "Item:Q2343761"
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The following pages link to Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761):
Displayed 5 items.
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← 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)
- Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (Q5879349) (← links)
- Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)
- Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)