The following pages link to (Q4218390):
Displayed 5 items.
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- The multifactor nature of the volatility of futures markets (Q853577) (← links)
- The surprise element: Jumps in interest rates. (Q1858907) (← links)
- A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)