A tractable yield-curve model that guarantees positive interest rates (Q375261): Difference between revisions

@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q3811988
@@ Property / cites work: Q3811988 / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Q3910929
@@ Property / cites work: Q3910929 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Q5674478
@@ Property / cites work: Q5674478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q5598785
@@ Property / cites work: Q5598785 / rank @@
+Normal rank
@@ Property / cites work @@
+SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
+Normal rank
@@ Property / cites work @@
+A tractable yield-curve model that guarantees positive interest rates
+Normal rank
@@ Property / cites work @@
+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
+Normal rank
@@ Property / cites work @@
+Q4868517
@@ Property / cites work: Q4868517 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01531145
+Normal rank
@@ Property / OpenAlex ID @@
+W1970504406
@@ Property / OpenAlex ID: W1970504406 / rank @@
+Normal rank