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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1990
Persistent link: https://www.econbiz.de/10000797974
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003344544
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The effect of underreporting on LIBOR rates
Monticini, Andrea; Thornton, Daniel L. - 2013
Persistent link: https://www.econbiz.de/10009721441
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721467
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On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
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Long maturity forward rates
Christiansen, Charlotte - 2001
Persistent link: https://www.econbiz.de/10001634338
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Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746661
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Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin; Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746714
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Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter; Stensland, Gunnar - 1995
Persistent link: https://www.econbiz.de/10000925602