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Term structure of vanilla options
Brody, Dorje C.; Constantinou, Irene C.; Meister, … - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1323-1337
Persistent link: https://www.econbiz.de/10003632084
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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