Pages that link to "Item:Q1979070"
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The following pages link to Minimal realizations in interest rate models (Q1979070):
Displaying 18 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)
