The following pages link to (Q2756617):
Displaying 12 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Two-factor term structure model with uncertain volatility risk (Q1800343) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- (Q2891963) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates* (Q4647262) (← links)
- Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (Q5001114) (← links)
