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Markov-functional interest rate models
Hunt, Philip A.; Kennedy, Joanne; Pelsser, Antoon … - 1998
Persistent link: https://www.econbiz.de/10000988115
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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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Berechnung eines arbitragefreien Festzinssatzes bei Zinsswaps
Beike, Rolf; Spörk, Wolfgang - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 29 (2000) 3, pp. 167-170
Persistent link: https://www.econbiz.de/10001452243
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen; Krühner, Paul - In: Finance and stochastics 22 (2018) 2, pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
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Interest rate arbitrage with differential arbitrage opportunities
Natsis, Trifon - 1992
Persistent link: https://www.econbiz.de/10000140355
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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769409
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - 2008
Persistent link: https://www.econbiz.de/10003778773
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960