Pages that link to "Item:Q1421689"
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The following pages link to Squared Bessel processes and their applications to the square root interest rate model (Q1421689):
Displayed 19 items.
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Large deviations for the extended Heston model: the large-time case (Q1627673) (← links)
- Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- On the distribution of extended CIR model (Q1726700) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Universal excursion and bridge shapes in ABBM/CIR/Bessel processes (Q5152588) (← links)
- Systemic Risk in Interbanking Networks (Q5258451) (← links)
- Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
- Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169) (← links)
- The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives (Q5879356) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)