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Interest rate
Option pricing theory
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Hilliard, Jimmy E.
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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