Björk, Tomas; Kabanov, Yuri; Runggaldier, Wolfgang Bond market structure in the presence of marked point processes. (English) Zbl 0884.90014 Math. Finance 7, No. 2, 211-239 (1997). MSC: 91B28 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Tice, Julian; Webber, Nick A nonlinear model of the term structure of interest rates. (English) Zbl 0884.90055 Math. Finance 7, No. 2, 177-209 (1997). MSC: 91B28 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Rogers, L. C. G. The potential approach to the term structure of interest rates and foreign exchange rates. (English) Zbl 0884.90046 Math. Finance 7, No. 2, 157-176 (1997). MSC: 91B28 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Brace, Alan; Gątarek, Dariusz; Musiela, Marek The market model of interest rate dynamics. (English) Zbl 0884.90008 Math. Finance 7, No. 2, 127-155 (1997). MSC: 91B28 91B26 91B84 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Sandmann, Klaus; Sondermann, Dieter A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures. (English) Zbl 0884.90049 Math. Finance 7, No. 2, 119-125 (1997). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Kennedy, D. P. Characterizing Gaussian models of the term structure of interest rates. (English) Zbl 0884.90038 Math. Finance 7, No. 2, 107-118 (1997). MSC: 91B28 91B84 60G35 × Cite Format Result Cite Review PDF Full Text: DOI