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Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty
Tinsley, P. A., (1999)
An improved finite difference approach to fitting the initial term structure
Vetzal, Kenneth R., (1998)
Increasing spot rates of interest : structure of the price of a default free discount bond
Cruz Rambaud, Salvador, (2002)
Comparison of Two Methods for Superreplication
Ekström, Erik, (2012)
PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS
DYRSSEN, HANNAH, (2014)
DUPIRE'S EQUATION FOR BUBBLES
EKSTRÖM, ERIK, (2012)