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~person:"Sankarasubramanian, L."
~person:"Sondermann, Dieter"
~source:"econis"
~subject:"CAPM"
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Interest rate derivative
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Sankarasubramanian, L.
Sondermann, Dieter
Miltersen, Kristian R.
7
Sandmann, Klaus
7
Ronn, Ehud I.
5
Chen, Ren-Raw
4
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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ECONIS (ZBW)
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1
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
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2
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
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3
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:
4
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
5
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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6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
Averaging and deferred payment yield agreements
Ritchken, Peter H.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
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