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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1977676257> ?p ?o ?g. }

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• W1977676257 abstract "This paper looks at the different approaches and different models that have been developed to value interest rate-dependent securities, providing a survey of pricing procedures which are based on mathematical models of the term structure. It can be viewed as a reference for the different interest rate models with explicit representations, where they exist, for prices of derivative instruments and an an analysis of their respective advantages and disadvantages." @default.
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• W1977676257 date "1996-09-01" @default.
• W1977676257 modified "2023-09-26" @default.
• W1977676257 title "A comparison of models for pricing interest rate derivative securities" @default.
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• W1977676257 doi "https://doi.org/10.1080/13518479600000008" @default.
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