Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference26 articles.
1. Björk T., Christensen B.J. (1999) Interest rate dynamics and consistent forward curves. Math Finance 9, 323–348
2. Björk T., Svensson L. (2001) On the existence of finite dimensional realizations for nonlinear forward rate models. Math Finance 11, 205–243
3. Brace, A., Goldys, B., Klebaner, F., Womersley, R. A market model of stochastic implied volatility with application to the BGM model. WP 2001, http://www.maths.unsw.edu.au/~rsw/Finance/svol.pdf
4. Buehler, H. Expensive martingales. Quant Finance (2006, in press)
5. Cont R., da Fonseca J., Durrleman V. (2002) Stochastic models of implied volatility surfaces. Econ Notes 31, 361–377
Cited by
67 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献