Pages that link to "Item:Q318337"
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The following pages link to A flexible matrix Libor model with smiles (Q318337):
Displayed 7 items.
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS (Q2800050) (← links)
- Affine LIBOR models driven by real-valued affine processes (Q2811920) (← links)
- THE AFFINE LIBOR MODELS (Q2851558) (← links)