Pages that link to "Item:Q4464013"

The following pages link to Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013):

Displayed 9 items.

• A two-factor model for low interest rate regimes (Q2575438) ‎ (← links)
• SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) ‎ (← links)
• THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) ‎ (← links)
• INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) ‎ (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) ‎ (← links)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) ‎ (← links)
• A positive interest rate model with sticky barrier (Q5309001) ‎ (← links)
• PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) ‎ (← links)
• On the transition densities for reflected diffusions (Q5694152) ‎ (← links)