//-->
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B., (2012)
Model-independent lower bound on variance SWAPS
Kahalé, Nabil, (2016)
Interest rate risk management : a comparison of swaps vs futures
Berney, Frédéric, (1994)
Loan commitment contracts, terms of lending, and credit allocation
Melnik, Arie, (1986)
The economics of loan commitment contracts : credit pricing and utilization
Interest rate indexation and the pricing of loan commitment contracts
Melnik, Arie, (1987)