Interest rate options valuation under incomplete information (Q2480219): Difference between revisions

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-.1007/s10479-006-0128-2
@@ Property / DOI: 10.1007/s10479-006-0128-2 / rank @@
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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+The Role of Learning in Dynamic Portfolio Decisions *
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+WHEN IS THE SHORT RATE MARKOVIAN?
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+Further results on asset pricing with incomplete information
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+Intertemporal asset pricing with heterogeneous beliefs
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+Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.
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+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
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+Production and the Real Rate of Interest: A Sample Path Equilibrium
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+The Term Structure of Interest Rates: Bounded or Falling?
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+Incomplete information equilibria: separation theorems and other myths
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4794126
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+Pricing Interest-Rate-Derivative Securities
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+Q4139359
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+Asset Prices in an Exchange Economy
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
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+Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
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+An equilibrium characterization of the term structure
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@@ Property / DOI @@
+.1007/S10479-006-0128-2
@@ Property / DOI: 10.1007/S10479-006-0128-2 / rank @@
+Normal rank