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Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Abken, Peter A.; Cohen, Hugh - Federal Reserve Bank of Atlanta - 1994
Persistent link: https://www.econbiz.de/10005514589
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Innovations in modeling the term structure of interest rates
Abken, Peter A. - In: Economic Review (1990) Jul, pp. 2-27
Persistent link: https://www.econbiz.de/10005491195
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Generalized method of moments tests of forward rate processes
Abken, Peter A. - Federal Reserve Bank of Atlanta - 1993
Persistent link: https://www.econbiz.de/10005402048
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Valuing default-risky interest rate caps: a Monte Carlo approach
Abken, Peter A. - Federal Reserve Bank of Chicago - 1990
Persistent link: https://www.econbiz.de/10010724141
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Interest-rate caps, collars, and floors
Abken, Peter A. - In: Economic Review (1989) Nov, pp. 2-25
Persistent link: https://www.econbiz.de/10005712026
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Inflation uncertainty and the nominal term structure: a survey
Abken, Peter A. - Federal Reserve Bank of Atlanta - 1994
Persistent link: https://www.econbiz.de/10005721628