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Of smiles and smirks : a term structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000981147
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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Analytical approximations of the term structure for jump-diffusion processes : a numerical analysis
Baz, Jamil - In: The journal of fixed income 6 (1996) 1, pp. 78-86
Persistent link: https://www.econbiz.de/10001205422
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi; Das, Sanjiv R.; Foresi, Silverio - 1997
Persistent link: https://www.econbiz.de/10000652226
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Pricing interest rate derivatives : a general approach
Chacko, George; Das, Sanjiv - In: The review of financial studies 15 (2002) 1, pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
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[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]
Das, Sanjiv R. - In: Journal of economic literature 42 (2004) 2, pp. 528-529
Persistent link: https://www.econbiz.de/10002166536