Pages that link to "Item:Q1367942"
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The following pages link to On a general class of one-factor models for the term structure of interest rates (Q1367942):
Displayed 4 items.
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)