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Applied mathematical finance
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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2
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
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3
Pricing of defaultable bonds with random information flow
Brody, Dorje C.
;
Law, Yan Tai
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011490604
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