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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh; Singleton, Kenneth J.; Dai, Qiang - In: The review of financial studies 23 (2010) 5, pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
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Options and bubbles
Heston, Steven L.; Loewenstein, Mark A.; Willard, Gregory A. - In: The review of financial studies 20 (2007) 2, pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
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Information in (and not in) the term structure
Duffee, Greg - In: The review of financial studies 24 (2011) 9, pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
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On bounding credit-event risk premia
Bai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 9, pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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A new perspective on Gaussian dynamic term structure models
Joslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang - In: The review of financial studies 24 (2011) 3, pp. 926-970
Persistent link: https://www.econbiz.de/10008934088