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Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek, (2001)
Cross-currency LIBOR market models
Mikkelsen, Peter, (2001)
A multibeta representation theorem for linear asset pricing theories
Nawalkha, Sanjay K., (1997)
Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K., (1995)
The duration vector : a continuous-time extension to default-free interest rate contingent claims