Term Structure Models: A Perspective from the Long Rate (Q5718383): Difference between revisions

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+https://doi.org/10.1080/10920277.1999.10595839
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+W2293692238
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@@ Property / cites work @@
+Interest Rate Risk Management
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+The Pricing of Options and Corporate Liabilities
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+Q3773148
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+Q5288992
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Problems in certain two-factor term structure models
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+Pricing Interest-Rate-Derivative Securities
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+An equilibrium characterization of the term structure
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+A survey of stochastic continuous time models of the term structure of interest rates
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@@ links / mardi / name / links / mardi / name @@
+Publication:5718383