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The interpolation of options
Mykland, Per A. - In: Finance and stochastics 7 (2003) 4, pp. 417-432
Persistent link: https://www.econbiz.de/10001800674
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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Testing continuous-time models of the spot interest rate
Aït-Sahalia, Yacine - In: The review of financial studies 9 (1996) 2, pp. 385-426
Persistent link: https://www.econbiz.de/10001202801
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Testing continuous-time models of the spot interest rate
Aït-Sahalia, Yacine - 1995
Persistent link: https://www.econbiz.de/10013416300