Pages that link to "Item:Q2507948"

The following pages link to A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948):

Displayed 2 items.

• Estimation of the instantaneous volatility (Q411549) ‎ (← links)
• A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) ‎ (← links)