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Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1995
Persistent link: https://www.econbiz.de/10000901138
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Nonparametric smoothing of yield curves
Tanggaard, Carsten - 1995
Persistent link: https://www.econbiz.de/10000908916
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Missing parameters in option prices
Heston, Steven L. - 1992
Persistent link: https://www.econbiz.de/10000912009
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The dynamics of bond yields and the stock index : with an empirical application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - 1997
Persistent link: https://www.econbiz.de/10000960759
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A model for studying the effect of EMU on European yield curves
Lund, Jesper - 1997
Persistent link: https://www.econbiz.de/10000980181
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Regime shifts in the Danish term structure of interest rates
Engsted, Tom; Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10000981750
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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
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Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1997
Persistent link: https://www.econbiz.de/10000975534
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Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535