IMPLIED KERNEL MODELS
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Publication:5696294
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Cites work
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 5187819 (Why is no real title available?)
- An equilibrium characterization of the term structure
- Counterparty risk pricing under correlation between default and interest rates
- Implied interest rate pricing models
- Interpolation of scattered data: distance matrices and conditionally positive definite functions
- LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES
- Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis
- Markov-functional interest rate models
- Metric spaces and completely monontone functions
- The Market Model of Interest Rate Dynamics
- The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
- Volatility skews and extensions of the Libor market model
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