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A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J. - 1997
Persistent link: https://www.econbiz.de/10000968609
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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
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Interest rate models
Cheyette, Oren - In: Interest rate, term structure, and valuation modeling, (pp. 3-25). 2002
Persistent link: https://www.econbiz.de/10001734133
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A review of no arbitrage interest rate models
Buetow, Gerald W.; Fabozzi, Frank J.; Sochacki, James - In: Interest rate, term structure, and valuation modeling, (pp. 39-72). 2002
Persistent link: https://www.econbiz.de/10001734140
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin; Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746714
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Empirical studies on the pricing of bonds and interest rate derivatives
Driessen, Joost Johannes Arnold Gerardus - 2001
Persistent link: https://www.econbiz.de/10001688435
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Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001678903
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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 111-149). 2002
Persistent link: https://www.econbiz.de/10001679437
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Extended Libor market models with affine and quadratic volatility
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001667067