Classes of Interest Rate Models under the HJM Framework.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 1, doi. 10.1023/A:1011468322967
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2001 AND VI 8 AND IP 1
Results: 4
1
2
An Improvement of the Parameter Certainty Equivalence Method in Portfolio Selection.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 35, doi. 10.1023/A:1011488924784
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- Publication type:
- Article
3
Gaussian Estimation and Forecasting of Multi-Factor Term Structure Models with an Application to Japan and the United Kingdom.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 23, doi. 10.1023/A:1011436907037
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- Publication type:
- Article
4
[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 45, doi. 10.1023/A:1011445109763
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- Publication type:
- Article