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How safe are european safe bonds? : an analysis from the perspective of modern credit risk models
Frey, Rüdiger; Kurt, Kevin; Damian, Camilla - In: Journal of banking & finance 119 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521283
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - In: European financial management : the journal of the … 3 (1997) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10001541513
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10004551536
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel - 1996
Persistent link: https://www.econbiz.de/10000952089
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Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10000954639