Pages that link to "Item:Q4673669"
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The following pages link to QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669):
Displayed 8 items.
- Discrete time Wishart term structure models (Q543795) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280) (← links)
- Consistency Problems for Jump‐diffusion Models (Q5312580) (← links)