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~person:"Sondermann, Dieter"
~subject:"Zinsderivat"
~type_genre:"Graue Literatur"
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Sondermann, Dieter
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1
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
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Sondermann, Dieter
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1997
Persistent link: https://www.econbiz.de/10000954624
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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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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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