Pages that link to "Item:Q3423401"

The following pages link to PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401):

Displayed 17 items.

• Preliminary test and estimation in some multifactor diffusion processes (Q369390) ‎ (← links)
• American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) ‎ (← links)
• Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) ‎ (← links)
• Calibration of one-factor and two-factor hull-white models using swaptions (Q1722763) ‎ (← links)
• A general Gaussian interest rate model consistent with the current term structure (Q1952680) ‎ (← links)
• Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) ‎ (← links)
• Affine stochastic mortality (Q2507942) ‎ (← links)
• FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010) ‎ (← links)
• THE AFFINE LIBOR MODELS (Q2851558) ‎ (← links)
• PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS (Q2927950) ‎ (← links)
• SWAPTION PRICING IN AFFINE AND OTHER MODELS (Q2927951) ‎ (← links)
• On swap rate dynamics: to freeze or not to freeze? (Q3174922) ‎ (← links)
• Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) ‎ (← links)
• Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) ‎ (← links)
• Approximate pricing of swaptions in affine and quadratic models (Q4555143) ‎ (← links)
• A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) ‎ (← links)
• DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254) ‎ (← links)