Subject
Applied Mathematics,Computational Mathematics
Reference10 articles.
1. Stochastic volatility, movements in short term interest rates, and bond option values;Vetzal;Journal of Banking & Finance,1997
2. An exact bond options formula;Jamshidian;Journal of Finance,1989
3. A theory of the term structure of interest rates;Cox;Econometrica,1985
4. Mathematical Models of Financial Derivatives;Kwok,1998
5. Interest-rate Option Models: Understanding, Analyzing and using Models for Exotic Interest-rate Options;Rebonato,1996
Cited by
8 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