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1
A pricing model for American options with Gaussian interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504675
Saved in:
2
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
Saved in:
3
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
Saved in:
4
Mortgage terminations, heterogeneity and the exercise of mortgage options
Deng, Yongheng
;
Quigley, John M.
;
Van Order, Robert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
2
,
pp. 275-307
Persistent link: https://www.econbiz.de/10001466181
Saved in:
5
Interest rates, inflation and the value of growth options
Hevert, Kathleen T.
;
McLaughlin, Robyn
;
Taggart, Robert …
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001473114
Saved in:
6
Deposit insurance stochastic interest rates, and the regulation of depository institutions
Au, Kelly T.
;
Dennis, Steven A.
;
Thurston, David C.
- In:
Research in finance
17
(
1999
),
pp. 139-151
Persistent link: https://www.econbiz.de/10001485090
Saved in:
7
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
8
Endogenous exchange rate
Vignola, Luigi
-
1998
Persistent link: https://www.econbiz.de/10000679548
Saved in:
9
Valuation of interest-sensitive financial instruments
Babbel, David F.
;
Merrill, Craig B.
-
1996
Persistent link: https://www.econbiz.de/10000950002
Saved in:
10
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
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