Pages that link to "Item:Q4994398"
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The following pages link to A simple class of square-root interest-rate models (Q4994398):
Displayed 6 items.
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- An analytically tractable interest rate model with humped volatility (Q1579480) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
