Pages that link to "Item:Q4372047"
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The following pages link to The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates (Q4372047):
Displayed 49 items.
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- A heat kernel approach to interest rate models (Q403855) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Closed-form solutions to stochastic process switching problems (Q952681) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Term structure modeling and asymptotic long rate (Q1974033) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST RATES (Q2831007) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Pricing measures, forward measures and semigroups (Q3404098) (← links)
- LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399) (← links)
- TERM STRUCTURE OF VANILLA OPTIONS (Q3503047) (← links)
- ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- On Esscher Transforms in Discrete Finance Models (Q3632877) (← links)
- Collapse of Detail (Q4216113) (← links)
- THE POTENTIAL APPROACH IN PRACTICE (Q4565072) (← links)
- LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077) (← links)
- Entropy and information in the interest rate term structure (Q4646771) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
- A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
- Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
- THE AFFINE RATIONAL POTENTIAL MODEL (Q5061484) (← links)
- HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5072622) (← links)
- Theory of Cryptocurrency Interest Rates (Q5112534) (← links)
- Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS (Q5210918) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- COHERENT CHAOS INTEREST-RATE MODELS (Q5256833) (← links)
- A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- IMPLIED KERNEL MODELS (Q5696294) (← links)
- Pricing inflation-indexed derivatives (Q5711168) (← links)
- A Gaussian Process of Yield Rates Calibrated with Strips (Q5718217) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- Equilibrium in a stochastic model with consumption, wages and investment (Q5939300) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)