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81
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
Saved in:
82
Special issue on thirty years of continuous-time finance
Barone-Adesi, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003121067
Saved in:
83
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
84
An empirical examination of the Longstaff-Schwartz bond option valuation model
Uhrig, Marliese
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001207623
Saved in:
85
A yield-factor model of interest rates
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 379-406
Persistent link: https://www.econbiz.de/10001208931
Saved in:
86
General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
Saved in:
87
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
88
Special issue on insurance and financial risk management
Loubergé, Henri
(
contributor
); …
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 5-141
Persistent link: https://www.econbiz.de/10001210083
Saved in:
89
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
90
Integrating the risk and term structures of interest rates
Décamps, Jean-Paul
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
Saved in:
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