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Continuous-time term structure models : forward measure approach
Musiela, Marek - In: Finance and stochastics 1 (1997) 4, pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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Option pricing, interest rates and risk management
Jouini, Elyès (ed.); Cvitanić, Jakša (contributor);  … - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001584028
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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek; Sondermann, Dieter - 1993
Persistent link: https://www.econbiz.de/10000413907
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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek - 1993
Persistent link: https://www.econbiz.de/10000880235
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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
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A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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The market model of interest rate dynamics
Brace, Alan - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
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A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 3, pp. 399-414
Persistent link: https://www.econbiz.de/10002130322