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A multivariate regime switching approach to the relation between the stock market, the interest rate and output
Kanas, Angelos - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 657-671
Persistent link: https://www.econbiz.de/10003791845
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The CARMA interest rate model
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
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Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter; Wang, Tai-Ho - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
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An infinite factor model for credit risk
Schmidt, Thorsten - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
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Bond market model
Baviera, Roberto - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
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PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver; Herwartz, Helmut - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
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Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.; Bouwman, Kees E. - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
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A new finite element method for pricing of bond options under time inhomogeneous affine term structure models of interest rates
Yang, Hongtao - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003415634