ISSN 1380-6645
Publisher: Springer
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Discrete-Time Bond and Option Pricing for Jump-Diffusion Processes pp. 211-243(33) Author: Das S.R.
American Bond Option Pricing in One-Factor Dynamic Term Structure Models pp. 245-267(23) Author: Jorgensen P.L.
A Tractable Yield-Curve Model That Guarantees Positive Interest Rates pp. 269-284(16) Author: Pelsser A.