✦ LIBER ✦

PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS

✍ Scribed by Sergei Levendorskiǐ

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quadratic term structure models in discr

✍ Marco Realdon 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 172 KB

LIFTING QUADRATIC TERM STRUCTURE MODELS

✍ Jirô Akahori; Keisuke Hara 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB

QUADRATIC TERM STRUCTURE MODELS FOR RISK

✍ Li Chen; Damir Filipović; H. Vincent Poor 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

THE EIGENFUNCTION EXPANSION METHOD IN MU

✍ Nina Boyarchenko; Sergei Levendorskiǐ 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

Linear-quadratic term structure models –

✍ George Jiang; Shu Yan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 384 KB

Modeling and designing quadratic membran

✍ D. Peters; H. Bolte; C. Marschner; S. Rehfuss; R. Laur 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 403 KB