A multi-quality model of interest rates (Q3623404): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+Normal rank
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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Normal rank
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+Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+A positive interest rate model with sticky barrier
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+A Simplex Method for Function Minimization
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+Normal rank
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+A tractable yield-curve model that guarantees positive interest rates
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+An equilibrium characterization of the term structure
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