The following pages link to (Q2760384):
Displaying 5 items.
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724) (← links)
- A model for portfolio management with mortgage-backed securities (Q1309882) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- MultiFactor Valuation of Floating Range Notes (Q4464014) (← links)
