Results 251 to 260 of about 22,165 (265)
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Existence of affine realizations for Lévy term structure models

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2012
Stefan Tappe
exaly  

SOLVABLE AFFINE TERM STRUCTURE MODELS

Mathematical Finance, 2008
Claudio Tebaldi
exaly  

On balance equations for materials with affine structure

Meccanica, 1982
G Capriz   +2 more
exaly  

An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model

Applied Mathematical Finance, 2011
Peter Spreij
exaly  

A general characterization of one factor affine term structure models

Finance and Stochastics, 2001
Filipovic Damir
exaly  

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