Pages that link to "Item:Q5704729"
From MaRDI portal
The following pages link to AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729):
Displaying 5 items.
- Alternative defaultable term structure models (Q841849) (← links)
- Hedging for the long run (Q1938979) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)