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A general characterization of one factor affine term structure models
Filipović, Damir - In: Finance and stochastics 5 (2001) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - 2000
Persistent link: https://www.econbiz.de/10001599825
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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Affine processes and applications in finance
Duffie, Darrell; Filipović, Damir; Schachermayer, Walter - 2002
Persistent link: https://www.econbiz.de/10001704101
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Lognormal approximations to Libor market models
Kurbanmuradov, O.; Sabelfeld, K.; Schoenmakers, John - In: The journal of computational finance 6 (2002) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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An empirical comparison of default swap pricing models
Houweling, Patrick (contributor); Vorst, Ton (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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A multicurrency extension of the lognormal interest rate market models
Schlögl, Erik - In: Finance and stochastics 6 (2002) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001662467
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Empirical studies on the pricing of bonds and interest rate derivatives
Driessen, Joost Johannes Arnold Gerardus - 2001
Persistent link: https://www.econbiz.de/10001688435
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An empirical comparison of default swap pricing models
Houweling, Patrick; Vorst, Ton - 2001
Persistent link: https://www.econbiz.de/10001639524