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Interpolation methods for curve construction
Hagan, Patrick S.; West, Graeme - In: Applied mathematical finance 13 (2006) 2, pp. 89-129
Persistent link: https://www.econbiz.de/10003331417
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Approximate formulas for zero-coupon bonds
Tourrucôo, Fabricio; Hagan, Patrick S.; Schleiniger, … - In: Applied mathematical finance 14 (2007) 3, pp. 207-226
Persistent link: https://www.econbiz.de/10003543014
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Equivalent black volatilites
Hagen, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 3, pp. 147-157
Persistent link: https://www.econbiz.de/10001490687
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PAPERS - Equivalent Black volatilities
Ragan, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 3, pp. 147-158
Persistent link: https://www.econbiz.de/10008218043
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Approximate Formulas for Zero-coupon Bonds
Tourrucôo, Fabricio; Hagan, Patrick S.; Schleiniger, … - In: Applied mathematical finance 14 (2007) 3, pp. 207-226
Persistent link: https://www.econbiz.de/10008221754
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Interpolation Methods for Curve Construction
Hagan, Patrick; West, Graeme - In: Applied mathematical finance 13 (2006) 2, pp. 89-130
Persistent link: https://www.econbiz.de/10008222275