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Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Knight, John L.; Li, Fuchun; Yuan, Mingwei - 1999
Persistent link: https://www.econbiz.de/10001429788
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The term structure of interest rates as a random field
Goldstein, Robert S. - In: The review of financial studies 13 (2000) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred - 1994
Persistent link: https://www.econbiz.de/10000916134
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995
Persistent link: https://www.econbiz.de/10000908299
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Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000981246
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The term structure of interest rates and fixed income securities
Käppi, Jari - 1997
Persistent link: https://www.econbiz.de/10000987061
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Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael - 1996
Persistent link: https://www.econbiz.de/10000935922
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Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen : eine empirische Studie
Bühler, Wolfgang (contributor) - In: Bewertung und Einsatz von Finanzderivaten, (pp. 1-42). 1997
Persistent link: https://www.econbiz.de/10001321785
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American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter - In: Review of derivatives research 1 (1996) 3, pp. 245-267
Persistent link: https://www.econbiz.de/10001238753