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A Pricing Model for American O...
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A pricing model for American options with stochastic interest rates
Menkveld, Albert J.
;
Vorst, Ton
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1998
Persistent link: https://www.econbiz.de/10000985330
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
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1996
Persistent link: https://www.econbiz.de/10000939517
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The valuation of interest rate derivatives : empirical evidence from the Spanish market
Moraleda Novo, Juan Manuel
;
Vorst, Ton
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1996
Persistent link: https://www.econbiz.de/10000948316
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