Pages that link to "Item:Q491007"
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The following pages link to Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007):
Displayed 7 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
- Editorial: Mathematical modeling and computational methods (Q5892107) (← links)