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The following pages link to Characterizing Gaussian Models of the Term Structure of Interest Rates (Q4372044):

Displaying 20 items.

Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← 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)
Stochastic string models with continuous semimartingales (Q1618536) (← links)
The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework (Q1723751) (← links)
A stochastic string with a compound Poisson process (Q2319205) (← 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)
On the role of state variables in interest rates models (Q2744950) (← links)
CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL (Q3022052) (← links)
Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
Collapse of Detail (Q4216113) (← links)
Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process (Q4561043) (← links)
INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales (Q4981994) (← links)
Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)
A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861) (← links)
Cross-section without factors: a string model for expected returns (Q6592278) (← links)