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3. Use of Forward Interest Rates and Forward Exchange Rates for the Valuation of Currency-Interest Rate Derivatives. (2014). Brada, Jaroslav.
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7. Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM. (2013). chen, son-nan ; Wu, TingPin ; Chang, JuiJane .
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18. Equity swaps in a LIBOR market model. (2007). Wu, TingPin ; Chen, Son Nan.
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20. Intertemporal Investment Strategies Under Inflation Risk. (2007). Semmler, Willi ; Hsiao, Chih-Ying.
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23. A generalization of reset options pricing formulae with stochastic interest rates. (2007). Li, Shujin ; Sun, Chao.
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24. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
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28. Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates. (2005). Lindset, Snorre.
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29. Efficient estimation and testing of oil futures contracts in a mutual offset system. (2004). Sequeira, J. M..
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31. Exchange rates and interest rates: can term structure models explain currency movements?. (2004). Lu, Biao ; Inci, Ahmet Can.
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32. Optimal currency risk hedging. (2002). lioui, abraham ; Poncet, Patrice.
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33. Moment generating function approach to pricing interest rate and foreign exchange rate claims. (2002). Yao, Yong ; Dijkstra, Theo K..
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34. Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates. (2001). Chang, Chuang-Chang.
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35. Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate. (2001). Cao, Melanie.
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36. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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37. Model Risk and Its Control. (2000). Kato, Toshiyasu.
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38. The intersection of market and credit risk. (2000). Jarrow, Robert ; Turnbull, Stuart M..
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39. The Potential Approach to Bond and Currency Pricing. (1999). Wu, Liuren ; Leippold, Markus.
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40. Valuing Energy Options in a One Factor Model Fitted to Forward Prices. (1999). Clewlow, Les ; Strickland, Chris .
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45. An empirical examination of currency futures options under stochastic interest rates. (1998). Poon, Winnie P. H., ; Duett, Edwin H..
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47. Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model. (1997). Jennergren, Peter L. ; Ekvall, Niklas ; Naslund, Bertil .
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48. Pricing American-style securities using simulation. (1997). Glasserman, Paul ; Broadie, Mark.
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49. Affine Models of Currency Pricing. (1996). Telmer, Chris ; Foresi, Silverio .
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50. On Markovian representations of the term structure. (1992). Ritchken, Peter ; Sankarasubramanian, L..
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