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An Exact Bond Option FormulaLikelihood-based estimation of continuous-time epidemic models from time-series data: application to measles transmission in LondonFeller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.Modeling the Dependency Structure of Integrated Intensity Processes.In-silico experiments of zebrafish behaviour: modeling swimming in three dimensions.Extreme values and the level-crossing problem: an application to the Feller process.Value of the future: Discounting in random environments.Stochastic epidemic dynamics on extremely heterogeneous networks.Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution.A stochastic-field description of finite-size spiking neural networks.A Multiresolution Method for Parameter Estimation of Diffusion Processes.Universal fluctuations and extreme statistics of avalanches near the depinning transition.Assessing the inherent uncertainty of one-dimensional diffusions.Reverse resonance in stock prices of financial system with periodic information.Stochastic dynamics of cholera epidemics.Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations.Singular solution of the Feller diffusion equation via a spectral decomposition.Modelling Evolutionary Algorithms with Stochastic Differential Equations.Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.The Morris-Lecar neuron model embeds a leaky integrate-and-fire model.Parameters of stochastic diffusion processes estimated from observations of first-hitting times: application to the leaky integrate-and-fire neuronal model.How input fluctuations reshape the dynamics of a biological switching system.First-passage and escape problems in the Feller process.Modeling ion channel dynamics through reflected stochastic differential equations.First-passage and first-exit times of a Bessel-like stochastic process.Estimating input parameters from intracellular recordings in the Feller neuronal model.Additive-multiplicative stochastic models of financial mean-reverting processes.Numerical schemes for continuum models of reaction-diffusion systems subject to internal noise.Nonstationary Feller process with time-varying coefficients.Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics.Estimation in Discretely Observed Diffusions Killed at a ThresholdEstimation of the input parameters in the Feller neuronal modelAn Empirical Comparison of Alternative Models of the Short-Term Interest RateInterpolation Methods for Curve ConstructionPricing Interest-Rate-Derivative SecuritiesInterest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium ModelContinuous-Time Methods in Finance: A Review and an AssessmentA Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency OptionsCorporate yield curves as predictors of future economic and financial indicatorsThe expectation hypothesis in emerging financial markets: the case of Malaysia
P2860
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P2860
description
article
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в березні 1985
@uk
ലേഖനം
@ml
name
A Theory of the Term Structure of Interest Rates
@en
A Theory of the Term Structure of Interest Rates
@nl
type
label
A Theory of the Term Structure of Interest Rates
@en
A Theory of the Term Structure of Interest Rates
@nl
prefLabel
A Theory of the Term Structure of Interest Rates
@en
A Theory of the Term Structure of Interest Rates
@nl
P2093
P356
P1433
P1476
A Theory of the Term Structure of Interest Rates
@en
P2093
John C. Cox
Jonathan E. Ingersoll
Stephen A. Ross
P356
10.2307/1911242
P577
1985-03-01T00:00:00Z