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A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
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2
Money market term structure dynamics and volatility expectations
Carverhill, Andrew
;
Strickland, Chris
-
1992
Persistent link: https://www.econbiz.de/10001375509
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3
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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4
A multi-factor model for energy derivates
Clewlow, Les
;
Strickland, Chris
-
1999
Persistent link: https://www.econbiz.de/10001609627
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5
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
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