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LIBOR and swap market models and measures
Jamshidian, Farshid - In: Finance and stochastics 1 (1997) 4, pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
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Bond, futures and option evaluation in the quadratic interest rate model
Jamshidian, Farshid - In: Applied mathematical finance 3 (1996) 2, pp. 93-115
Persistent link: https://www.econbiz.de/10001219287
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Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
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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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Bivariate support of forward libor and swap rates
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 18 (2008) 3, pp. 427-443
Persistent link: https://www.econbiz.de/10003752304