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ECONIS (ZBW)
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Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
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2
An analysis of American options
Jamshidian, Farshid
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 72-80
Persistent link: https://www.econbiz.de/10001168685
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3
Bond, futures and option evaluation in the quadratic interest rate model
Jamshidian, Farshid
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001219287
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Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
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An exact bond option formula
Jamshidian, Farshid
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 205-209
Persistent link: https://www.econbiz.de/10001063237
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Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
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7
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
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LIBOR and swap market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
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9
Asymptotically optimal portfolios
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 131-150
Persistent link: https://www.econbiz.de/10001184897
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Commodity option evaluation in the Gaussian futures term structure model
Jamshidian, Farshid
- In:
Review of futures markets
10
(
1992
)
2
,
pp. 324-346
Persistent link: https://www.econbiz.de/10001136965
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