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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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Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
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Stock evaluation using fuzzy logic
Dourra, Hussein; Siy, Pepe - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 585-602
Persistent link: https://www.econbiz.de/10001600348
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"Behavioral econometric" interpretation of dynamic supply and demand functions in a market pricing model
Wang, Joseph K. - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 635-650
Persistent link: https://www.econbiz.de/10001600366
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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