Pages that link to "Item:Q1979070"

The following pages link to Minimal realizations in interest rate models (Q1979070):

Displaying 19 items.

• A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
• Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
• Optimal portfolios in commodity futures markets (Q468419) (← links)
• Interest rate theory and geometry (Q604623) (← links)
• A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
• Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
• An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
• Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
• A filtered no arbitrage model for term structures from noisy data (Q2485832) (← links)
• On the role of state variables in interest rates models (Q2744950) (← links)
• The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
• A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574) (← links)
• Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
• Entropy and information in the interest rate term structure (Q4646771) (← links)
• Modeling the Risk in Mortality Projections (Q5106354) (← links)
• HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664) (← links)
• On the structure of Gaussian pricing models and Gaussian Markov functional models (Q5433094) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
• Consistent curves in the -world: optimal bonds portfolio (Q6592289) (← links)