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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
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405
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Affine processes and applications in finance
Duffie, Darrell; Filipović, Damir; Schachermayer, Walter - 2002
Persistent link: https://www.econbiz.de/10001704101
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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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Implied savings accounts are unique
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe - In: Finance and stochastics 4 (2000) 4, pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
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From structural assumptions to a link between assets and interrest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin; Wissel, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10003643469