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Tag: exponential-quadratic
3 items with this tag.
Apr 13, 2026
Generalize the Dai–Singleton–Yang regime-switching ATSM to exponential-quadratic asset pricing factors
exponential-quadratic
regime-switching
atsm
no-arbitrage
riccati
term-structure
cre
Apr 13, 2026
Macro Fundamentals & Commercial Real Estate Price Dynamics
commercial-real-estate
markov-switching
asset-pricing
no-arbitrage
dsge
monetary-policy
wage-rigidity
exponential-quadratic
riccati
Apr 13, 2026
Riccati Equations for the Leather-Sagi Model
riccati
exponential-quadratic
no-arbitrage
regime-switching
cre-pricing
derivation