The following pages link to (Q2760402):
Displaying 7 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES (Q3126232) (← links)
- SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856) (← links)
- Bond, futures and option evaluation in the quadratic interest rate model (Q4541527) (← links)
- A simple class of square-root interest-rate models (Q4994398) (← links)
