Pages that link to "Item:Q4698074"
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The following pages link to Interest rate volatility and the shape of the term structure (Q4698074):
Displayed 8 items.
- Affine processes and applications in finance (Q1425484) (← links)
- Stochastic Jacobian and Riccati ODE in affine term structure models (Q2477604) (← links)
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
- A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework (Q3005810) (← links)
- SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129) (← links)
- AFFINE LATTICE MODELS (Q4675935) (← links)
- MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (Q5190049) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)