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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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MCMC based estimation of term structure models
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001634331
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Estimating intractable non-linear term structure models
Mikkelsen, Peter - 2002
Persistent link: https://www.econbiz.de/10001683220
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Cross-currency LIBOR market models
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001634329
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Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin; Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746714
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte; Strunk Hansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001453874
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Missing parameters in option prices
Heston, Steven L. - 1992
Persistent link: https://www.econbiz.de/10000912009
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Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950