Closed form solutions for term structure derivatives with log-normal interest rates

Kristian R. Miltersen ; Klaus Sandmann ; Dieter Sondermann

Year of publication:	1995
Authors:	Miltersen, Kristian R. ; Sandmann, Klaus ; Sondermann, Dieter
Publisher:	Odense
Subject:	Zinsstruktur \| Yield curve \| CAPM \| Derivat \| Derivative \| Zinsderivat \| Interest rate derivative \| Optionspreistheorie \| Option pricing theory

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