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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, … - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2002
Persistent link: https://www.econbiz.de/10001802389
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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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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek; Sondermann, Dieter - 1993
Persistent link: https://www.econbiz.de/10000413907
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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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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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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Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666