A joint stock and bond market based on the hyperbolic Gaussian model (Q362053): Difference between revisions

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+Interest rate models -- theory and practice
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+Normal rank
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+A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING
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+Q4794153
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Martingale methods in financial modelling.
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+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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+A note on the Flesaker-Hughston model of the term structure of interest rates
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+Term structure modeling and asymptotic long rate
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+State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
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