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The CARMA interest rate model
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19
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9
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8
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922
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819
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796
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788
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1
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
2
Fast approximations of
bond
option prices under CKLS models
Tangman, D. Y.
;
Thakoor, N.
;
Dookhitram, K.
;
Bhuruth, M.
- In:
Finance research letters
8
(
2011
)
4
,
pp. 206-212
Persistent link: https://www.econbiz.de/10009425850
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3
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
4
Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li
;
Ma, Yong
;
Xiao, Weilin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
Saved in:
5
Higher order asymptotic
bond
price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Finance research letters
7
(
2010
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Saved in:
6
A note on the predictability of excess
bond
returns and regime shifts
Zhu, Xiaoneng
- In:
Finance research letters
8
(
2011
)
2
,
pp. 101-109
Persistent link: https://www.econbiz.de/10009301292
Saved in:
7
Credit-implied forward
volatility
and
volatility
expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
8
Quadratic hedging strategies for
volatility
swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
9
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
10
Curve momentum in currency markets
Lei, Jian
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014580451
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