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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Swap rates and credit quality
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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The default risk of swaps
Cooper, Ian - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
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Swaps: plain and fanciful
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
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Interest rate swaps and corporate financing choices
Titman, Sheridan - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
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Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis; Smith, Robert L. - In: Operations research letters 36 (2008) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
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The stochastic p-median problem with unknown cost probability distribution
Tadei, Roberto; Ricciardi, Nicoletta; Perboli, Guido - In: Operations research letters 37 (2009) 2, pp. 135-141
Persistent link: https://www.econbiz.de/10003883222
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Augmented truncation approximations of discrete-time Markov chains
Liu, Yuanyuan - In: Operations research letters 38 (2010) 3, pp. 218-222
Persistent link: https://www.econbiz.de/10003968665
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Easy distributions for combinatorial optimization problems with probabilistic constraints
Fortz, Bernard; Poss, Michael - In: Operations research letters 38 (2010) 6, pp. 545-549
Persistent link: https://www.econbiz.de/10008738530
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Uniform quasi-concavity in probabilistic constrained stochastic programming
Prékopa, András; Yoda, Kunikazu; Subasi, Munevver Mine - In: Operations research letters 39 (2011) 3, pp. 188-192
Persistent link: https://www.econbiz.de/10009160238