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Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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Consistency among trading desks
Heath, David; Ku, Hyejin - In: Finance and stochastics 10 (2006) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786
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Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
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An interest rate model with upper and lower bounds
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 191-209
Persistent link: https://www.econbiz.de/10001769365