A preference free partial differential equation for the term structure of interest rates (Q1000411): Difference between revisions

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+WHEN IS THE SHORT RATE MARKOVIAN?
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+ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup>
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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 Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes
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+The Method of Lines and Invariant Imbedding for Elliptic and Parabolic Free Boundary Problems
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+One-Dimensional Parabolic Free Boundary Problems
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+Initial value methods for boundary value problems. Theory and application of invariant imbedding
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+The pricing of the American option
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+An equilibrium characterization of the term structure
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+Q4863379
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