Author:
Angelini Flavio,Herzel Stefano
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference22 articles.
1. Implied volatility functions in arbitrage-free term structure models
2. Consistent Initial Curves for Interest Rate Models
3. BIS. (1999). Zero-coupon yield curves: Technical documentation. Basel: Bank for International Settlements.
4. (1998). Arbitrage theory in continuous time. Oxford: Oxford University Press.
5. (2001). A geometric view of interest rate theory. In , & (Eds.), Option pricing, interest rates and risk management. Cambridge: Cambridge University Press.
Cited by
15 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