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Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.; Mataix-Pastor, Vicente - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
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The wishart short rate model
Gnoatto, Alessandro - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
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Collapse of detail
Pan, Enlin - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 425-445
Persistent link: https://www.econbiz.de/10001251045