Courant Institute

Research Output

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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

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