Pages that link to "Item:Q3043429"
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The following pages link to On the geometry of the term structure of interest rates (Q3043429):
Displaying 7 items.
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Modeling the Risk in Mortality Projections (Q5106354) (← links)