Pages that link to "Item:Q1421716"

The following pages link to Finite dimensional affine realisations of HJM models in terms of forward rates and yields (Q1421716):

Displaying 8 items.

• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• Shape factors and cross-sectional risk (Q609842) (← links)
• Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
• Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
• A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
• Existence of Lévy term structure models (Q928496) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)