The Eigenfunction Expansion Method in Multi-factor Quadratic Term Structure Models

2006 ◽  
Author(s):  
Nina Boyarchenko ◽  
Sergei Z. Levendorskii
Keyword(s):  
Term Structure ◽  
Eigenfunction Expansion ◽  
Expansion Method ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Eigenfunction Expansion Method ◽  
Quadratic Term Structure

Quadratic Term Structure Models: Analysis and Performance

2009 ◽  
Author(s):  
Grégoire Leblon ◽  
Franck Moraux
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure ◽  
And Performance

scholarly journals Pseudo-Diffusions and Quadratic Term Structure Models

2004 ◽  
Author(s):  
Sergei Z. Levendorskii
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure

Wishart Quadratic Term Structure Models

2003 ◽  
Author(s):  
Christian Gourieroux ◽  
Razvan Sufana
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure

scholarly journals Design and Estimation of Quadratic Term Structure Models *

2003 ◽  
Vol 7 (1) ◽  
pp. 47-73 ◽  
Author(s):  
Markus Leippold ◽  
Liuren Wu
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure

LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION

2006 ◽  
Vol 16 (4) ◽  
pp. 635-645 ◽  
Author(s):  
Jirô Akahori ◽  
Keisuke Hara
Keyword(s):  
Term Structure ◽  
Infinite Dimension ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure

scholarly journals PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS

2005 ◽  
Vol 15 (3) ◽  
pp. 393-424 ◽  
Author(s):  
Sergei Levendorskii
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure

Quadratic Term Structure Models: Theory and Evidence

2000 ◽  
Author(s):  
Dong-Hyun Ahn ◽  
Robert F. Dittmar ◽  
A. Ronald Gallant
Keyword(s):  
Term Structure ◽  
Quadratic Term ◽  
Term Structure Models ◽  
Quadratic Term Structure
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