//-->
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens, (2000)
A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif, (2000)
Markov interest rate models
Hagan, Patrick S., (1999)
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja, (2003)
Exponential functionals of Brownian motion and related processes
Yor, Marc, (2001)
On weak Brownian motions of arbitrary order
Föllmer, Hans, (1999)