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The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
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Markov chains and the potential approach to modelling interest rates and exchange rates
Rogers, Leonard C. G.; Yousaf, F. A. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 375-406). 2002
Persistent link: https://www.econbiz.de/10001679461
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The squared Ornstein-Uhlenbeck market
Aquilina, J.; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
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Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.; Tehranchi, M. R. - In: Finance and stochastics 14 (2010) 2, pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
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The cubic estimate of the term structure of interest rates for a money demand function
Allen, Stuart Douglas; Hatfield, Beverly; Williams, David - In: Journal of macroeconomics 3 (1981) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10001843357