A NOTE ON THE STABILITY OF LOGNORMAL INTEREST RATE MODELS AND THE PRICING OF EURODOLLAR FUTURES.
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- Mathematical Finance, 1997, v. 7, n. 2, p. 119, doi. 10.1111/1467-9965.00027
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- Article
Works matching IS 09601627 AND DT 1997 AND VI 7 AND IP 2
Results: 6
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CHARACTERIZING GAUSSIAN MODELS OF THE TERM STRUCTURE OF INTEREST RATES.
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- Mathematical Finance, 1997, v. 7, n. 2, p. 107, doi. 10.1111/1467-9965.00026
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- Publication type:
- Article
3
BOND MARKET STRUCTURE IN THE PRESENCE OF MARKED POINT PROCESSES.
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- Mathematical Finance, 1997, v. 7, n. 2, p. 211, doi. 10.1111/1467-9965.00031
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- Publication type:
- Article
4
A NONLINEAR MODEL OF THE TERM STRUCTURE OF INTEREST RATES.
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- Mathematical Finance, 1997, v. 7, n. 2, p. 177, doi. 10.1111/1467-9965.00030
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- Publication type:
- Article
5
THE POTENTIAL APPROACH TO THE TERM STRUCTURE OF INTEREST RATES AND FOREIGN EXCHANGE RATES.
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- Mathematical Finance, 1997, v. 7, n. 2, p. 157, doi. 10.1111/1467-9965.00029
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- Publication type:
- Article
6
THE MARKET MODEL OF INTEREST RATE DYNAMICS.
- Published in:
- Mathematical Finance, 1997, v. 7, n. 2, p. 127, doi. 10.1111/1467-9965.00028
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- Publication type:
- Article