Pages that link to "Item:Q5692936"
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The following pages link to PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936):
Displaying 5 items.
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280) (← links)
