//-->
Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna, (2016)
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik, (1997)
A Defaultable HJM Modelling of the Libor Rate for Pricing Basis Swaps after the Credit Crunch
Fanelli, Viviana, (2016)
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam, (2011)
Valuation of Derivatives Based on Single-Factor Interest Rate Models
Barone-Adesi, Giovanni, (2003)
Implied derivative security prices based two-factor interest model: a UK application
Sorwar, Ghulam, (2005)