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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
4 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A note on pricing interest rate derivatives when forward LIBOR rates are lognormal |
Goldys, Beniamin |
1997 |
1 | 4 |
p. 345-352 |
article |
|
| 2 | Continuous-time term structure models: Forward measure approach |
Musiela, Marek |
1997 |
1 | 4 |
p. 261-291 |
article |
|
| 3 | LIBOR and swap market models and measures |
Jamshidian, Farshid |
1997 |
1 | 4 |
p. 293-330 |
article |
|
| 4 | Option pricing in the presence of natural boundaries and a quadratic diffusion term |
Rady, Sven |
1997 |
1 | 4 |
p. 331-344 |
article |
4 results found