Pages that link to "Item:Q4372037"
From MaRDI portal
The following pages link to THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037):
Displayed 23 items.
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models (Q375376) (← links)
- Shape factors and cross-sectional risk (Q609842) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Adding interior points to an existing Brownian sheet lattice. (Q1427708) (← links)
- Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (Q2469854) (← links)
- A model of the term structure of interest rates based on Lévy fields (Q2485808) (← links)
- Forward interest rate curves in discrete time settings driven by random fields (Q2506998) (← links)
- (Q2744950) (← links)
- CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL (Q3022052) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach (Q4216119) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
- Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)
- The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
- A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861) (← links)