Pages that link to "Item:Q4541527"
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The following pages link to Bond, futures and option evaluation in the quadratic interest rate model (Q4541527):
Displayed 13 items.
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- On the asymptotic behavior of the prices of Asian options (Q2372254) (← links)
- Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- A note on the Flesaker-Hughston model of the term structure of interest rates (Q4541544) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)