Pages that link to "Item:Q4487014"

The following pages link to Lognormality of rates and term structure models (Q4487014):

Displaying 11 items.

• A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations (Q1788827) (← links)
• Valuation of caps and swaptions under a stochastic string model (Q2141896) (← links)
• Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453) (← links)
• Estimation and prediction of a 2D lognormal diffusion random field (Q2505880) (← links)
• Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
• Explosive Behavior in the Black–Derman–Toy Model (Q3459746) (← links)
• (Q4503895) (← links)
• Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
• Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)