Collapse of Detail

DOI10.1142/S021902499800014XzbMath0909.90031MaRDI QIDQ4216113

Enlin Pan

Publication date: 28 December 1998

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

bond prices

Mathematics Subject Classification ID

Cites Work

• A Theory of the Term Structure of Interest Rates
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
• Characterizing Gaussian Models of the Term Structure of Interest Rates
• The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates

This page was built for publication: Collapse of Detail