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An econometric model of the term structure of interest rate swap yields
Duffie, Darrell; Singleton, Kenneth J. - 1995
Persistent link: https://www.econbiz.de/10000904139
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995
Persistent link: https://www.econbiz.de/10000908299
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Path dependent options on yields in the affine term structure model
Leblanc, Boris; Scaillet, Olivier - 1995
Persistent link: https://www.econbiz.de/10000910562
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On the stability of lognormal interest rate models
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000880242
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An empirical analysis of the pricing of interest rate caps
Jegadeesh, Narasimhan - 1994
Persistent link: https://www.econbiz.de/10000885251
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Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael - 1996
Persistent link: https://www.econbiz.de/10000935922
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Log-normal interest rate models : stability and methodology
Sandmann, Klaus; Sondermann, Dieter - 1997
Persistent link: https://www.econbiz.de/10000954624
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl; Hassan, Nadima el - 1996
Persistent link: https://www.econbiz.de/10000955777
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293