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Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
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Valuation of credit default swaps and swaptions
Jamshidian, Farshid - In: Finance and stochastics 8 (2004) 3, pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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An analysis of American options
Jamshidian, Farshid - In: Review of futures markets 11 (1993) 1, pp. 72-80
Persistent link: https://www.econbiz.de/10001168685
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Analysis of bonds with imbedded options
Jamshidian, Farshid - In: Advances in futures and options research : a research annual 3 (1988), pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
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An exact bond option formula
Jamshidian, Farshid - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 205-209
Persistent link: https://www.econbiz.de/10001063237