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~isPartOf:"Finance and stochastics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Ritchken, Peter H."
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Finance and stochastics
SFB 649 discussion paper
The journal of finance : the journal of the American Finance Association
Review of derivatives research
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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2
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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3
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
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