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Linear duality, term structure, and valuation
Frauendorfer, Karl - In: Selected papers of the Symposium on Operations Research …, (pp. 13-18). 1998
Persistent link: https://www.econbiz.de/10001323348
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco - 2000
Persistent link: https://www.econbiz.de/10001403079
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Die arbitragefreie Modellierung von Finanzmärkten
Hengsteler, Rolf - 1999
Persistent link: https://www.econbiz.de/10001374432
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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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Credit risk modelling and credit derivatives
Schönbucher, Philipp Johannes - 2000
Persistent link: https://www.econbiz.de/10001449548
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
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Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Ioffe, Ioulia D. - In: Journal of banking & finance 26 (2002) 6, pp. 1199-1228
Persistent link: https://www.econbiz.de/10001670772
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Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik - In: Advances in finance and stochastics : essays in honour …, (pp. 198-218). 2002
Persistent link: https://www.econbiz.de/10001672236
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Theory and calibration of HJM with shape factors
Roncoroni, Andrea; Guiotto, Paolo - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 407-426). 2002
Persistent link: https://www.econbiz.de/10001679463