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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000602499
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10000954639
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Pricing CMS spreads in the Libor market model
Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, … - 2008
Persistent link: https://www.econbiz.de/10003809706
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Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Bamberg, Günter; Dorfleitner, Gregor - 1998
Persistent link: https://www.econbiz.de/10013374661
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Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger - 1998
Persistent link: https://www.econbiz.de/10000986536
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000974834
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233