Attention
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Year of publication: |
1996-03-01
|
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Authors: | Miltersen, Kristian R. ; Sandmann, Klaus ; Sondermann, Dieter |
Institutions: | Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Statistik | Wirtschaftsstatistik | Economic statistics | Stochastik | Log-lineares Modell |
Extent: | 277504 bytes 19 p. application/pdf |
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Series: | Discussion Paper ; 1994, B-308 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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