Classes of Interest Rate Models under the HJM Framework Carl ChiarellaOh Kang Kwon OriginalPaper Pages: 1 - 22
Gaussian Estimation and Forecasting of Multi-Factor Term Structure Models with an Application to Japan and the United Kingdom K. Ben Nowman OriginalPaper Pages: 23 - 34
An Improvement of the Parameter Certainty Equivalence Method in Portfolio Selection Hiroyuki Kashima OriginalPaper Pages: 35 - 43
[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems Yoshio Miyahara OriginalPaper Pages: 45 - 60