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~person:"Miltersen, Kristian R."
~subject:"Yield curve"
~type_genre:"Working Paper"
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Miltersen, Kristian R.
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
2
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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3
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
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4
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
5
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
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