Pages that link to "Item:Q4707093"
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The following pages link to Design and Estimation of Quadratic Term Structure Models * (Q4707093):
Displayed 10 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166) (← links)
- QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669) (← links)
- ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280) (← links)
- A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664) (← links)