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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946114
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387