Pages that link to "Item:Q2997301"
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The following pages link to An alternative approach on the existence of affine realizations for HJM term structure models (Q2997301):
Displaying 11 items.
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Viability for coupled SDEs driven by fractional Brownian motion (Q2238952) (← links)
- Invariance of closed convex cones for stochastic partial differential equations (Q2408615) (← links)
- Foundations of the theory of semilinear stochastic partial differential equations (Q2444211) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- Wong–Zakai approximations with convergence rate for stochastic partial differential equations (Q4622810) (← links)
- THE CARMA INTEREST RATE MODEL (Q4979881) (← links)