//-->
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn, (2015)
Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis
Rom, Niels, (2025)
Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options
Bodie, Zvi, (1977)
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G., (2010)
Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G., (2012)
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G., (2007)