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~person:"Sondermann, Dieter"
~source:"econis"
~subject:"CAPM"
~subject:"Option pricing theory"
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Option pricing theory
Interest rate derivative
7
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Sondermann, Dieter
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
9
Miltersen, Kristian R.
8
Sandmann, Klaus
8
Chiarella, Carl
7
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Ronn, Ehud I.
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Fanelli, Viviana
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Jamshidian, Farshid
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Sankarasubramanian, L.
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Vicente, José Valentim Machado
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Wu, Ting-pin
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3
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Beyna, Ingo
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Bliss, Robert R.
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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The journal of finance : the journal of the American Finance Association
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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
Saved in:
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
Saved in:
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
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
Saved in:
5
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
6
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
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