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Extending the universality of the Heath-Jarrow-Morton model
Grant, Dwight M.; Vora, Gautam - In: Review of financial economics : RFE 15 (2006) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10003328580
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An analytical implementation of the Hull and White model
Grant, Dwight M.; Vora, Gautam - In: The journal of derivatives : the official publication … 9 (2001) 2, pp. 54-60
Persistent link: https://www.econbiz.de/10001634688
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Analytical implementation of the Ho and Lee model for the short interest rate
Grant, Dwight M.; Vora, Gautam - In: Global finance journal 14 (2003) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10001763716
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Implementing no-arbitrage term structure of interest rate models in discrete time when interest rates are normally distributed
Grant, Dwight M.; Vora, Gautam - In: The journal of fixed income 8 (1999) 4, pp. 85-98
Persistent link: https://www.econbiz.de/10001432413