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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
A comparison of models for pricing interest rate derivative securities
Strickland, Chris, (1996)
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les, (1997)
A multi-factor model for energy derivates
Clewlow, Les, (1999)