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1
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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2
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
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3
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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4
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
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5
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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6
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
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7
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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8
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter
;
Stensland, Gunnar
-
1995
Persistent link: https://www.econbiz.de/10000925602
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9
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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10
Nonparametric smoothing of yield curves
Tanggaard, Carsten
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1995
Persistent link: https://www.econbiz.de/10000908916
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