Pages that link to "Item:Q4226856"
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The following pages link to SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856):
Displayed 18 items.
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- Time-inhomogeneous affine processes (Q2485845) (← links)
- The square-root process and Asian options (Q3437388) (← links)
- Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations (Q3607665) (← links)
- Collapse of Detail (Q4216113) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- Long-Term Returns in Stochastic Interest Rate Models: Applications (Q4407163) (← links)
- Bond, futures and option evaluation in the quadratic interest rate model (Q4541527) (← links)
- A square root interest rate model fitting discrete initial term structure data (Q4541596) (← links)
- MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (Q4653009) (← links)