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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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Arbitrage free pricing of interest rate futures and forward contracts
Flesaker, Bjorn - In: The journal of futures markets 13 (1993) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10001136841
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The pricing of FIREARMs (falling interest rate adjustable-rate mortgages)
Flesaker, Bjorn - In: The journal of real estate finance and economics 6 (1993) 2, pp. 251-275
Persistent link: https://www.econbiz.de/10001169276