Interest rate models on Lie groups

By Park F. C.   Chun C. M.   Han C. W.   Webber N.  

Quantitative Finance, Vol. 11, Iss. 4, 2011-04 ,pp. : 559-572

Routledge Ltd

Access to resources Recommend Favorite

On the Information in the Interest Rate Term Structure and Option Prices

By de Jong Frank   Driessen Joost   Pelsser Antoon  

Review of Derivatives Research, Vol. 7, Iss. 2, 2004-08 ,pp. : 99-127

Springer Publishing Company

Access to resources Recommend Favorite

The Dynamics of Short-Term Interest Rate Volatility Reconsidered

By Koedijk K.G.   Nissen F.   Schotman P.C.   Wolff C.C.P.  

European Finance Review, Vol. 1, Iss. 1, 1997-01 ,pp. : 105-130

Springer Publishing Company

Access to resources Recommend Favorite

Production and the Real Rate of Interest: A Sample Path Equilibrium

By Feldman D.  

European Finance Review, Vol. 6, Iss. 2, 2002-01 ,pp. : 247-275

Springer Publishing Company

Access to resources Recommend Favorite

Pricing electricity risk by interest rate methods

By Hinz Juri   Von Grafenstein Lutz   Verschuere Michel   Wilhelm Martina  

Quantitative Finance, Vol. 5, Iss. 1, 2005-02 ,pp. : 49-60

Routledge Ltd

Access to resources Recommend Favorite