//-->
Performance evaluation of algorithms for black-derman-toy lattice
Abaffy, Jozsef, (1999)
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de, (2000)
The pricing of default-free interest rate cap, floor and collar agreements
Briys, Eric, (1992)
Logarithmic preferences, myopic decisions, and incomplete information
Feldman, David, (1992)
The term structure of interest rates in a partially observable economy
Feldman, David, (1989)
The term structure of interest rates : bounded or falling?
Feldman, David, (2003)