Pages that link to "Item:Q834291"
From MaRDI portal
The following pages link to Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291):
Displayed 4 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Pricing model of interest rate swap with a bilateral default risk (Q964973) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Interest rate swap pricing with default risk under variance gamma process (Q2408891) (← links)