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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000855571
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Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David; Zin, Stanley E. - 1993
Persistent link: https://www.econbiz.de/10000857487
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A model of the term structure of interest rates
Miltersen, Kristian R. - 1993
Persistent link: https://www.econbiz.de/10000870232
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498
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An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R. - 1991
Persistent link: https://www.econbiz.de/10000822414
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Option pricing with stochastic bond prices
Solnik, Bruno; Henrotte, Philippe - 1989
Persistent link: https://www.econbiz.de/10000759158
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Essays in equilibrium asset pricing
Boudoukh, Jacob - 1991
Persistent link: https://www.econbiz.de/10000870842
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Valutakurser og nominelle rentestrukturer
Sørensen, Carsten - 1993
Persistent link: https://www.econbiz.de/10000875449