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Modeling and forecasting serially dependent yield curves
Li, Hao, (2025)
Ex ante bond returns and time-varying monotonicity
Yahyaei, Hamid, (2025)
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw, (2023)
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J., (2008)
Valuation of bonds with embedded options
Fabozzi, Frank J., (2005)
Refunding efficiency : a generalized approach
Kalotay, Andrew J., (2007)