Pages that link to "Item:Q816765"
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The following pages link to A class of jump-diffusion bond pricing models within the HJM framework (Q816765):
Displaying 8 items.
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- The multifactor nature of the volatility of futures markets (Q853577) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
