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by savr
March 5th, 2014, 12:24 pm
Forum: Book And Research Paper Forum
Topic: Looking for Schlogl 2001 "Arbitrage-free interpolation in models of market observable interest rates"
Replies: 3
Views: 6044

Looking for Schlogl 2001 "Arbitrage-free interpolation in models of market observable interest rates"

<r>This used to be available at <URL url="http://www.business.uts.edu.au/qfrc/research/research_papers/rp71.pdfbut"><LINK_TEXT text="http://www.business.uts.edu.au/qfrc/res ... p71.pdfbut">http://www.business.uts.edu.au/qfrc/research/research_papers/rp71.pdfbut</LINK_TEXT></URL> 6 weeks after I aske...
by savr
April 24th, 2013, 4:51 pm
Forum: Book And Research Paper Forum
Topic: Appendix to "Time Changed Markov Processes in Unified Credit-Equity Modelling"
Replies: 0
Views: 8164

Appendix to "Time Changed Markov Processes in Unified Credit-Equity Modelling"

<r>Hi,I am looking for the appendix to the above paper - touted in the introduction - which would have been available at <URL url="http://users.iems.northwestern.edu/linetsky/TCMPCEAppendix.pdfbut"><LINK_TEXT text="http://users.iems.northwestern.edu/line ... dix.pdfbut">http://users.iems.northwester...
by savr
January 22nd, 2013, 8:13 am
Forum: Book And Research Paper Forum
Topic: Kijima, Tanaka and Wong "A multi-quality model of interest rates" (2009)
Replies: 0
Views: 9742

Kijima, Tanaka and Wong "A multi-quality model of interest rates" (2009)

Hello,Could someone kindly provide this paper,published in Quantitative Finance, March 2009 (pp. 133-145)?Thanks
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