Courant Institute

Research Output 1953 2017

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Working paper
1998

Positive interest rates and non-linear term structure models

Avellaneda, M. 1998 Courant Institute, NYU, (CIMS-NYU Working Paper)

Research output: Working paper

interest rate
1996

Pricing interest rate contingent claims in markets with uncertain volatilities

Lewicki, P. & Avellaneda, M. 1996 Courant Institute, NYU, (Courant Institute Working Paper)

Research output: Working paper

interest rate
market