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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Quality options and hedging in Japanese government bond futures markets
Yu, Shang-wu; Theobald, Michael; Cadle, John - 1994
Persistent link: https://www.econbiz.de/10000901285
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Arbitage, Erwartungen und Hedging auf Finanzmärkten : eine mikroökonomische Analyse
Jakobs, Wolfgang - 1997 - [Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000960640
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Exchange rate and term structure dynamics and the pricing of derivative securities
Nielsen, Lars Tyge; Saá-Requejo, Jesús - 1992
Persistent link: https://www.econbiz.de/10000853366
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A quasi process free valuation model of floating rate instruments : theory and evidence
Jacquillat, Bertrand; Laguiche, Sylvie de - 1991
Persistent link: https://www.econbiz.de/10000831938
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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A primer on the pricing of options on currencies and short-term interest rates
Gemmill, Gordon - 1985
Persistent link: https://www.econbiz.de/10000725841
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Univariate GARCH-M estimates of variable risk premia for 180-day Australian bank bills
MacDonald, Alexander David; Ridley, Tim I.; Kendall, … - 1990
Persistent link: https://www.econbiz.de/10000804174
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Bewertung multivariater Derivate : zeit- und zustandsdiskrete Modellierungen
Kobel, Michael - 1996
Persistent link: https://www.econbiz.de/10000562865