On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831): Difference between revisions

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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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+The impact of quantitative easing on the US term structure of interest rates
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+Stochastic calculus for finance. II: Continuous-time models.
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+Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data
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+An equilibrium characterization of the term structure
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