A term structure model and the pricing of interest rate options
| Authors: | Sandmann, Klaus ; Sondermann, Dieter |
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| Institutions: | University of Bonn, Germany |
| Subject: | Term structure | Interest rate options | Martingale | Hedging |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1989-12 |
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Persistent link: https://www.econbiz.de/10005028462