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Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud; Wu, Liuren - In: The journal of fixed income 13 (2003) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
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ARE INTEREST RATE DERIVATIVES SPANNED BY THE TERM STRUCTURE OF INTEREST RATES?
Heidari, Massoud; Wu, Liuren - In: The journal of fixed income 13 (2003) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10007158178
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Implied remaining variance in derivative pricing
Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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Implied remaining variance with application to Bachelier model
Sun, Jian; Niu, Qiankun; Cao, Shinan; Carr, Peter - In: The journal of fixed income 26 (2016) 2, pp. 78-95
Persistent link: https://www.econbiz.de/10011684715