Pages that link to "Item:Q2574626"
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The following pages link to Consistency conditions for affine term structure models. (Q2574626):
Displaying 6 items.
- Discrete time Wishart term structure models (Q543795) (← links)
- Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (Q665718) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
