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A comparison of diffusion models of the term structure
Strickland, Chris - In: The European journal of finance 2 (1996) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10001205311
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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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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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A multi-factor model for energy derivates
Clewlow, Les; Strickland, Chris - 1999
Persistent link: https://www.econbiz.de/10001609627
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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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When is the short rate Markovian?
Carverhill, Andrew - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D. - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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Price, production, storage and futures markets
Carverhill, Andrew - 2002
Persistent link: https://www.econbiz.de/10001728937
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Options : recent advances in theory and practice
Hodges, Stewart D. (contributor)
Persistent link: https://www.econbiz.de/10000804448