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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~isPartOf:"Discussion paper / B"
~subject:"Interest rate derivative"
~type_genre:"Forschungsbericht"
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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
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1996
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Rev. version
Persistent link: https://www.econbiz.de/10000946114
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2
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
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1994
Persistent link: https://www.econbiz.de/10013276400
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Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
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1993
Persistent link: https://www.econbiz.de/10000347802
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On the stability of lognormal interest rate models
Sandmann, Klaus
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1993
Persistent link: https://www.econbiz.de/10000880242
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