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~isPartOf:"Journal of financial economics"
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~subject:"CAPM"
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
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2002
Persistent link: https://www.econbiz.de/10001721467
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On finite dimensional HJM representations
Mikkelsen, Peter
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2001
Persistent link: https://www.econbiz.de/10001613886
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
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Aase Nielsen, Jørgen
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1990
Persistent link: https://www.econbiz.de/10000797974
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