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Modeling the Term Structure of...
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ECONIS (ZBW)
RePEc
241
OLC EcoSci
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USB Cologne (EcoSocSci)
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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2
Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
(
contributor
);
Shoji, Isao
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387612
Saved in:
3
Modeling the term structure of interest rates with general short-rate models
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 323-335
Persistent link: https://www.econbiz.de/10001771705
Saved in:
4
Approximation of non-linear term structure models
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 44-51
Persistent link: https://www.econbiz.de/10001581197
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5
A simple measure for examining the proxy problem of the short-rate
Takamizawa, Hideyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
4
,
pp. 341-361
Persistent link: https://www.econbiz.de/10003757809
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6
Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
Saved in:
7
A term structure model of interest rates with quadratic volatility
Takamizawa, Hideyuki
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1173-1198
Persistent link: https://www.econbiz.de/10011911531
Saved in:
8
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
9
A model of the term structure of interest rates for an economically dependent country
Shoji, Isao
- In:
Financial engineering and the Japanese markets
1
(
1994
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001187918
Saved in:
10
Nonparametric estimation of nonlinear dynamics by local linear approximation
Shoji, Isao
- In:
Chaos and complexity theory for management : nonlinear …
,
(pp. 368-379)
.
2013
Persistent link: https://www.econbiz.de/10009666958
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