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The valuation of American options on bonds
Ho, Teng-suan - In: Journal of banking & finance 21 (1997) 11, pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
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Evaluating the costs of increased lending in low and negative growth local housing markets
Gong, Frank Fangxiong - In: Real estate economics : journal of the American Real … 26 (1998) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10001242766
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Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
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Pricing options on foreign assets when interest rates are stochastic
Wei, Jason - In: Advances in international banking and finance 1 (1995), pp. 67-89
Persistent link: https://www.econbiz.de/10001194433
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Biases and sensitivities of the black-scholes option price
Lee, Cheng F. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 4 (1998), pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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Valuation of interest-sensitive financial instruments
Babbel, David F.; Merrill, Craig B. - 1996
Persistent link: https://www.econbiz.de/10000950002
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - 1998
Persistent link: https://www.econbiz.de/10000997340
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Pricing of bonds and their derivatives with multi-factor stochastic interest rates : a note
Ryozo, Miura - In: Nonlinear and convex analysis in economic theory : …, (pp. 215-229). 1995
Persistent link: https://www.econbiz.de/10001315720
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.; Prigent, J. L.; Scaillet, O. - 1998
Persistent link: https://www.econbiz.de/10001363446