The following pages link to THE CARMA INTEREST RATE MODEL (Q4979881):
Displayed 7 items.
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- CARMA processes as solutions of integral equations (Q900954) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (Q5249753) (← links)