Pages that link to "Item:Q4883102"

The following pages link to Nonparametric Pricing of Interest Rate Derivative Securities (Q4883102):

Displaying 50 items.

• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• Estimation of partial differential equations with applications in finance (Q295399) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Financial applications of bivariate Markov processes (Q410357) (← links)
• A necessary characteristic equation of diffusion processes having Gaussian marginals (Q417176) (← links)
• Stein's method for invariant measures of diffusions via Malliavin calculus (Q424492) (← links)
• What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling (Q546107) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Functional data analysis for volatility (Q738082) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Confidence bands in nonparametric time series regression (Q939666) (← links)
• Clustering of discretely observed diffusion processes (Q962291) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• Spectral methods for identifying scalar diffusions (Q1298435) (← links)
• Estimating the parameters of stochastic differential equations (Q1299880) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
• An integrated stock-bond portfolio optimization model (Q1391444) (← links)
• Nonparametric option pricing under shape restrictions (Q1398968) (← links)
• Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
• Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)