Narrow search
Showing 1 - 5 of 5
Cover Image
On the information in the interest rate term structure and option prices
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - In: Review of derivatives research 7 (2004) 2, pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Cover Image
On the Information in the Interest Rate Term Structure and Option Prices
de Jong, Frank; Driessen, Joost; Pelsser, Antoon - In: Review of derivatives research 7 (2004) 2, pp. 99-128
Persistent link: https://www.econbiz.de/10005927028
Cover Image
A tractable yield-curve model that guarantees positive interest rates
Pelsser, Antoon André Jean - In: Review of derivatives research 1 (1996) 3, pp. 269-284
Persistent link: https://www.econbiz.de/10001238752
Cover Image
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul; Pelsser, Antoon André Jean - In: Review of derivatives research 13 (2010) 3, pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Cover Image
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul; Pelsser, Antoon - In: Review of derivatives research 13 (2010) 3, pp. 245-273
Persistent link: https://www.econbiz.de/10008638175