Lognormality of rates and term structure models (Q4487014): Difference between revisions

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+https://doi.org/10.1080/07362990008809676
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+W2086780516
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+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
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+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
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+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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+An arbitrage theory of the term structure of interest rates
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+Continuous-time term structure models: Forward measure approach
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+Q3997782
@@ Property / cites work: Q3997782 / rank @@
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+The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup>
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+A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
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+An equilibrium characterization of the term structure
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