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Applied mathematical finance
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27
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A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
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2
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
3
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
Saved in:
4
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
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5
Pricing of multi-defaultable bonds with a two-correlated-factor Hull-White model
Tchuindjo, Léonard
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003542937
Saved in:
6
Using utility functions to model risky bonds
Goard, Joanna
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 261-289
Persistent link: https://www.econbiz.de/10003543033
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7
The pricing of risky coupon bonds
Choong, Lilly
;
McKenzie, George
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
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8
Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T.
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
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9
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
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