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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj, (2013)
The CARMA interest rate model
Andresen, Arne, (2014)
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul, (2014)
A note on the joint distribution of a, ß-percentiles and its application to the option pricing
Fujita, Takahiko, (2000)
An Application of New Barrier Options (Edokko Options) for Pricing Bonds with Credit Risk
Fujita, Takahiko, (2002)
Valuation of a Repriceable Executive Stock Option
Fujita, Takahiko, (2010)