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Interest Rate Modeling
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Interest Rate Modeling (2010)Interest Rate ModelingAN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (2014)AN EFFECTIVE APPROXIMATION FO…A cyclical square-root model for the term structure of interest rates (2014)A cyclical square-root model …An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Brownian Motion and Stochastic Calculus (2007)Monte Carlo Methods in Financial Engineering (2003)
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  • 2014A cyclical square-root model for the term structure of interest rates30 cited
  • 2014AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL26 cited

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