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Approximate formulas for zero-coupon bonds
Tourrucôo, Fabricio; Hagan, Patrick S.; Schleiniger, … - In: Applied mathematical finance 14 (2007) 3, pp. 207-226
Persistent link: https://www.econbiz.de/10003543014
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Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita; Ortu, Fulvio - In: Applied mathematical finance 6 (1999) 4, pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
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A note on the Flesaker-Hughston model of the term structure of interest rates
Rutkowski, Marek - In: Applied mathematical finance 4 (1997) 3, pp. 151-163
Persistent link: https://www.econbiz.de/10001229350