Works matching IS 09492984 AND DT 2000 AND VI 4 AND IP 4
Results: 6
Bond pricing in a hidden Markov model of the short rate.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 371
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Markov-functional interest rate models.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 391, doi. 10.1007/PL00013525
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A simple regime switching term structure model.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 409, doi. 10.1007/PL00013523
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Implied savings accounts are unique.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 431, doi. 10.1007/PL00013524
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Game options.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 443, doi. 10.1007/PL00013527
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White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
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- Finance & Stochastics, 2000, v. 4, n. 4, p. 465, doi. 10.1007/PL00013528
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- Article