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A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn, (2015)
Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options
Bodie, Zvi, (1977)
Two Curves, One Price : Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Bianchetti, Marco, (2018)
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)