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The new interest rate models
Hughston, Lane P. (ed.) - 2000
Persistent link: https://www.econbiz.de/10001522106
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Social discounting and the long rate of interest
Brody, Dorje C.; Hughston, Lane P. - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 306-334
Persistent link: https://www.econbiz.de/10011969159
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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Markov market model consistent with cap smile
Balland, P.; Hughston, L. P. - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10001484563
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A chaotic approach to interest rate modelling
Hughston, Lane P.; Rafailidis, Avraam - In: Finance and stochastics 9 (2005) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10002497065