Narrow search
Showing 1 - 4 of 4
Cover Image
Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
Cover Image
On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole - In: Review of derivatives research 1 (1997) 4, pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
Cover Image
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole; Frachot, Antoine; Geman, Hélyette - 1996
Persistent link: https://www.econbiz.de/10000936717
Cover Image
Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine - In: Annales d'économie et de statistique (1995), pp. 11-36
Persistent link: https://www.econbiz.de/10001333821