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Fixed income markets and their derivatives
Sundaresan, Suresh M., (2002)
Sundaresan, Suresh M., (2009)
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn, (2015)
An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Nowman, Kalid Ben, (1999)
Pricing UK and US securities with in the CKLS model : further results
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben, (2003)