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Long-term interest and consol bond valuation
Dempster, Michael A. H.; Medova, Elena A.; Villaverde, … - In: The journal of asset management 11 (2010/11) 2/3, pp. 113-135
Persistent link: https://www.econbiz.de/10008663609
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Estimating exponential affine models with correlated measurement errors : applications to fixed income and commodities
Dempster, Michael A. H.; Tang, Ke - In: Journal of banking & finance 35 (2011) 3, pp. 639-652
Persistent link: https://www.econbiz.de/10009159712
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Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de; Dempster, Michael A. H. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
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A wavelet optimised method for financial derivatives
Carton de Wiart, Benjamin (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003442798