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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 2010
Persistent link: https://www.econbiz.de/10008904346
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Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Gramatke, Wolf Christoph - 2011
Persistent link: https://www.econbiz.de/10008905681
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10008729669
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Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher; Joshi, Mark S. - 2010
Persistent link: https://www.econbiz.de/10008806621
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Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi; Maeda, Akira - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
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A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 28 (2008) 5, pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
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Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam; Barone-Adesi, Giovanni; Allegretto, Walter - In: Global finance journal 18 (2007) 2, pp. 251-269
Persistent link: https://www.econbiz.de/10003704514
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Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael - 2005
Persistent link: https://www.econbiz.de/10003380192
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Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L. - 2004
Persistent link: https://www.econbiz.de/10003386850
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Essays on the term structure of interest rates and the pricing of equity options
Ono, Sadayuki - 2004
Persistent link: https://www.econbiz.de/10003387315