Pages that link to "Item:Q5247276"
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The following pages link to An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276):
Displaying 5 items.
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- A Laplace transform approach to direct and inverse problems for multi-compartment models (Q5056797) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
