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How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy; Lorimier, Sabine - 1992
Persistent link: https://www.econbiz.de/10000840744
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Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
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Behaviour of the maximum likelihood estimations for the CIR-model when limited discrete samples are used
Lorimier, Sabine - 1993
Persistent link: https://www.econbiz.de/10000142022
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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A nonparametric method to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554949
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Adjusted methods to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000555136
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A multiple life description with dependent discrete future lifetimes
VanWouwe, Martine; Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554946
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Continuity of the expacted utility
Delbaen, Freddy - In: Allocation under uncertainty: equilibrium and …, (pp. 254-256). 1974
Persistent link: https://www.econbiz.de/10003523912
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Martingales in Markov processes applied to risk theory
Delbaen, Freddy - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786