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Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les - In: The journal of fixed income 7 (1997) 3, pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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Monte Carlo Valuation of Interest Rate Derivatives Under Stochastic Volatility
Clewlow, Les; Strickland, Chris - In: The journal of fixed income 7 (1997) 3, pp. 35-46
Persistent link: https://www.econbiz.de/10007362628
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Computing the Fong and Vasicek Pure Discount Bond Price Formula
Selby, Michael J.P.; Strickland, Chris - In: The journal of fixed income 5 (1995) 2, pp. 78-85
Persistent link: https://www.econbiz.de/10007331241
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A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model
Clewlow, Les; Strickland, Chris - In: The journal of fixed income 3 (1994) 4, pp. 95-100
Persistent link: https://www.econbiz.de/10007214319
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A Note on the Models of Hull and White for Pricing Options on the Term Structure
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 89-96
Persistent link: https://www.econbiz.de/10007331239
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Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
Carverhill, Andrew; Pang, Kin - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10007331242