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Bond pricing in a hidden Markov model of the short rate
Landén, Camilla - In: Finance and stochastics 4 (2000) 4, pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
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Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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Path dependent options on yields in the affine term structure model
Leblanc, Boris - In: Finance and stochastics 2 (1998) 4, pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
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On a general class of one-factor models for the term structure of interest rates
Schmidt, W. M. - In: Finance and stochastics 1 (1997) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10001215753
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A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 5 (2001) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
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A general characterization of one factor affine term structure models
Filipović, Damir - In: Finance and stochastics 5 (2001) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
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Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl; Kwon, Oh Kang - In: Finance and stochastics 5 (2001) 2, pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
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Continuous-time term structure models : forward measure approach
Musiela, Marek - In: Finance and stochastics 1 (1997) 4, pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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Invariant measures for the Musiela equation with deterministic diffusion term
Vargiolu, Tiziano - In: Finance and stochastics 3 (1999) 4, pp. 483-492
Persistent link: https://www.econbiz.de/10001412198
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A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja; Yor, Marc - In: Finance and stochastics 7 (2003) 3, pp. 413-415
Persistent link: https://www.econbiz.de/10001772723