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The CARMA interest rate model
Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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LIBOR market model with multiplicative basis
Zhong, Yangfan - In: International journal of financial engineering 5 (2018) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
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Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan; Mi, Yanhui - In: International journal of financial engineering 5 (2018) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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A cyclical square-root model for the term structure of interest rates
Moreno, Manuel; Platania, Federico - In: European journal of operational research : EJOR 241 (2015) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
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Asset pricing under general collateralization
Mi, Yanhui - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
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A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah; Korkmaz, Halil İbrahim; … - 2020
Persistent link: https://www.econbiz.de/10012939794
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Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr - In: Eastern European economics : EEE 62 (2024) 2, pp. 187-218
Persistent link: https://www.econbiz.de/10014551375
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An intertemporal interest rate market model : complete markets
Sandmann, Klaus - 1988
Persistent link: https://www.econbiz.de/10000125430