Pages that link to "Item:Q1398977"
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The following pages link to Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977):
Displaying 10 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- (Q4625040) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)
