Pages that link to "Item:Q5696856"
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The following pages link to A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856):
Displaying 11 items.
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- On Markovian short rates in term structure models driven by jump-diffusion processes (Q5386288) (← links)
