Pages that link to "Item:Q3696799"

The following pages link to An Intertemporal General Equilibrium Model of Asset Prices (Q3696799):

Displaying 50 items.

• Group classification of a generalization of the Heath equation (Q279866) (← links)
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• How suboptimal are linear sharing rules? (Q315471) (← links)
• Two estimators for the APT model when factors are measured (Q373820) (← links)
• Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
• The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238) (← links)
• On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
• Hysteresis effects under CIR interest rates (Q418081) (← links)
• Conserved quantities for a class of \((1 + n)\)-dimensional linear evolution equation (Q434827) (← links)
• State-dependent utilities and incomplete markets (Q459808) (← links)
• Risk-neutral economy and zero price of risk (Q468114) (← links)
• Affine fractional stochastic volatility models (Q470522) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• Unbiased and efficient Greeks of financial options (Q483704) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
• Prediction bias correction for dynamic term structure models (Q500507) (← links)
• On time-inconsistent stochastic control in continuous time (Q522052) (← links)
• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• A simple nonnegative process for equilibrium models (Q529722) (← links)
• Discrete time Wishart term structure models (Q543795) (← links)
• A decision-making tool for project investments based on real options: the case of wind power generation (Q646672) (← links)
• Risk premia in general equilibrium (Q654607) (← links)
• Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
• Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
• Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Hard harvesting of a stochastically changing population (Q739262) (← links)
• Labor supply with stochastic wage rate and non-labor income uncertainty (Q741583) (← links)
• Information structure and equilibrium asset prices (Q759628) (← links)
• Further results on asset pricing with incomplete information (Q809856) (← links)
• Generic non-existence of equilibria in finance models (Q810351) (← links)
• An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
• Invariance properties of a general bond-pricing equation (Q925045) (← links)
• The consumption-based determinants of the term structure of discount rates (Q926389) (← links)
• An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
• Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
• Asset returns in an endogenous growth model with incomplete markets (Q951498) (← links)
• Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
• Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• On the theory of sterilized foreign exchange intervention (Q991397) (← links)
• Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
• A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
• Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
• Stochastic equilibrium discounting (Q1094310) (← links)
• Option pricing methods: an overview (Q1116873) (← links)