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The journal of fixed income
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ECONIS (ZBW)
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1
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
2
Quadratic interest rate models as approximations to effective rate models
Boyle, Phelim P.
;
Tian, Wei Dong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001448124
Saved in:
3
The Ho-Lee binomial stochastic process and duration
Bierwag, Gerald O.
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 76-87
Persistent link: https://www.econbiz.de/10001208580
Saved in:
4
Valuation of options on Eurodollar futures
Han, H. G.
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 60-73
Persistent link: https://www.econbiz.de/10001117908
Saved in:
5
A delivery option model for treasury bond futures
Koenigsberg, Mark
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10001109848
Saved in:
6
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
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