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~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Li, Anlong"
~person:"Miltersen, Kristian R."
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Interest rate futures : concepts and issues
The journal of finance : the journal of the American Finance Association
Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Advances in futures and options research : a research annual
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Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
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ECONIS (ZBW)
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
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pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
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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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