Pages that link to "Item:Q3022072"

The following pages link to A JOINT EMPIRICAL AND THEORETICAL INVESTIGATION OF THE MODES OF DEFORMATION OF SWAPTION MATRICES: IMPLICATIONS FOR MODEL CHOICE (Q3022072):

Displayed 7 items.

• Analysis of drawdowns and drawups in the US$ interest-rate market (Q3437385) ‎ (← links)
• The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (Q4562477) ‎ (← links)
• A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (Q4647291) ‎ (← links)
• A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL (Q4653037) ‎ (← links)
• The Markov-switching jump diffusion LIBOR market model (Q4683051) ‎ (← links)
• WHICH PROCESS GIVES RISE TO THE OBSERVED DEPENDENCE OF SWAPTION IMPLIED VOLATILITY ON THE UNDERLYING? (Q5696860) ‎ (← links)
• The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship (Q5746767) ‎ (← links)