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The stress-dependent random walk
Gremm, Martin - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
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An empirical investigation of the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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Markov market model consistent with cap smile
Balland, P.; Hughston, L. P. - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10001484563
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Collapse of detail
Pan, Enlin - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
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Financial signal processing : a self calibrating model
Elliott, Robert J.; Hunter, William Curt; Jamieson, … - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 567-584
Persistent link: https://www.econbiz.de/10001600343
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Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim; Barton, Geoff; Schlögl, Erik - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 677-709
Persistent link: https://www.econbiz.de/10001600372
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Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
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On the consistency of the deterministic local volatility function model ("implied tree")
Strobl, Karl - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 545-565
Persistent link: https://www.econbiz.de/10001584372
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Explaining the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 381-389
Persistent link: https://www.econbiz.de/10001522890
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Analytic theory of interest rates, Part 1: Solitary bonds
Koeze, Peter - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 573-574
Persistent link: https://www.econbiz.de/10001524459