Results 241 to 250 of about 22,165 (265)

Complex Product Structures and Affine Foliations

Annals of Global Analysis and Geometry, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Internationally affine term structure models

The Spanish Review of Financial Economics, 2008
This note provides the conditions needed to obtain a multi-country term structure model where both bond yields for each country and the expected rate of depreciation (over any arbitrary period of time) are known affine functions of the set of state variables.
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Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)

Quantitative Finance, 2021
Marco Realdon
exaly  

On the Structure and Affinities of the Brontotheridae

The American Naturalist, 1874
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GMM estimation of affine term structure models

Econometrics and Statistics, 2020
Jaroslava Hloušková, Leopold Sögner
exaly  

Relative affine structure: canonical model for 3D from 2D geometry and applications

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1996
A Shashua, Nassir Navab
exaly  

Affine Term Structure Models

2008
Michael W. Brandt, David A. Chapman
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The Structure and Affinity of the Puerco Ungulates

Science, 1893
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PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS

Mathematical Finance, 2006
Antoon Pelsser
exaly  

Estimating affine multifactor term structure models using closed-form likelihood expansions☆

Journal of Financial Economics, 2010
Yacine Ait-Sahalia, Robert L Kimmel
exaly