A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Klaus Sandmann ; Dieter Sondermann
| Year of publication: |
1997
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|---|---|
| Authors: | Sandmann, Klaus |
| Other Persons: | Sondermann, Dieter (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 2, p. 119-125
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| Subject: | Zinsstruktur | Yield curve | Wirtschaftsmodell | Economic model | Wahrscheinlichkeitsrechnung | Probability theory | Währungsderivat | Currency derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001220282