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DateTitle Authors
2004 General quadratic term structures of bond, futures and forward pricesGaspar, Raquel M.
2003 On the geometry of interest rate modelsBjörk, Tomas
2000 On the construction of finite dimensional realizations for nonlinear forward rate modelsBjörk, Tomas / Landén, Camilla
2001 The valuation of corporate liabilities: Theory and testsEricsson, Jan / Reneby, Joel
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno / Fontaine, Jean-Sébastien / Taamouti, Abderrahim / Tédongap, Roméo
2006 Why the Rotation Count Algorithm worksLord, Roger / Kahl, Christian
2012 Pricing synthetic CDOs using a three regime Random-Factor-Loading ModelMessow, Philip
2006 A Comparison of Biased Simulation Schemes for Stochastic Volatility ModelsLord, Roger / Koekkoek, Remmert / van Dijk, Dick
2006 Optimal Fourier Inversion in Semi-analytical Option PricingLord, Roger / Kahl, Christian
2003 Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigationFranzke, Stefanie A. / Schlag, Christian

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