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

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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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+The Term Structure of Interest Rates: Bounded or Falling?
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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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+Q4139359
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+Asset Prices in an Exchange Economy
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+An equilibrium characterization of the term structure
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