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Fabozzi, Frank J.
8
Ho, Thomas S. Y.
4
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3
Ilmanen, Antti
3
Longstaff, Francis A.
3
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3
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The journal of fixed income
International journal of theoretical and applied finance
538
Journal of banking & finance
406
NBER working paper series
334
The journal of futures markets
310
Mathematical finance : an international journal of mathematics, statistics and financial theory
291
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Applied mathematical finance
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127
International journal of financial engineering
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127
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127
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1
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
2
A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
3
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
4
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
5
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
6
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
7
Discrete-time versions of continuous-time interest rate models
Heston, Steven L.
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 86-88
Persistent link: https://www.econbiz.de/10001213236
Saved in:
8
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
Saved in:
9
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
10
A binomial tree for the Hull and White model with probabilities independent of the initial term structure
Reisman, Haim
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 92-96
Persistent link: https://www.econbiz.de/10001214245
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