Pages that link to "Item:Q1904997"
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The following pages link to Long-term returns in stochastic interest rate models (Q1904997):
Displaying 13 items.
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Long-term behavior of non-ferrous metal price models with jumps (Q738493) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Long-term behavior of stochastic interest rate models with Markov switching (Q2520458) (← links)
- Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
- Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- A Feynman-Kac type formula for a fixed delay CIR model (Q5378408) (← links)
