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~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Johannes, Michael"
~person:"Li, Anlong"
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Interest rate futures : concepts and issues
The journal of finance : the journal of the American Finance Association
Advances in futures and options research : a research annual
1
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ECONIS (ZBW)
3
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The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
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2
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
3
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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