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Analytic theory of interest rates, Part 1: Solitary bonds
Koeze, Peter - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 573-574
Persistent link: https://www.econbiz.de/10001524459
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A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen; Kerkhof, Franciscus Lambertus Johannes - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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The CARMA interest rate model
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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Bond market model
Baviera, Roberto - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
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An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek; Yu, Nannan - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
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Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
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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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Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10011403787