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Replication of an option on a bond portfolio
Jamshidian, Farshid - In: Review of futures markets 9 (1990) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
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Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid - In: The journal of fixed income 1 (1991) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
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Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid - In: Advances in futures and options research : a research annual 4 (1990), pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
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The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid - In: Advances in futures and options research : a research annual 4 (1990), pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
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LIBOR and swap market models and measures
Jamshidian, Farshid - In: Finance and stochastics 1 (1997) 4, pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
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Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid - In: Research in finance 9 (1991), pp. 131-170
Persistent link: https://www.econbiz.de/10001120693