Narrow search
Showing 1 - 5 of 5
Cover Image
A pricing model for American options with Gaussian interest rates
Menkveld, Albert J.; Vorst, Ton - 2000
Persistent link: https://www.econbiz.de/10001504675
Cover Image
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000939517
Cover Image
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966929
Cover Image
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
Cover Image
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio; Moraleda Novo, Juan Manuel - 1996
Persistent link: https://www.econbiz.de/10000939515