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subject:"Scientific modelling"
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices
Jagannathan, Ravi
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Kaplin, Andrew
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Sun, Steve Guoqiang
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2001
Persistent link: https://www.econbiz.de/10001637620
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Potential pitfalls for the purchasing-power-parity puzzle? : Sampling and specification biases in mean-reversion tests of the law of one price
Taylor, Alan M.
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2000
Persistent link: https://www.econbiz.de/10001456457
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