Works matching IS 09492984 AND DT 1997 AND VI 1 AND IP 4
Results: 4
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 4, p. 345, doi. 10.1007/s007800050028
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- Publication type:
- Article
Option pricing in the presence of natural boundaries and a quadratic diffusion term.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 4, p. 331, doi. 10.1007/s007800050027
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- Publication type:
- Article
LIBOR and swap market models and measures.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 4, p. 293, doi. 10.1007/s007800050026
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- Publication type:
- Article
Continuous-time term structure models: Forward measure approach.
- Published in:
- Finance & Stochastics, 1997, v. 1, n. 4, p. 261, doi. 10.1007/s007800050025
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- Publication type:
- Article