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~person:"Sondermann, Dieter"
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Sondermann, Dieter
Rudebusch, Glenn D.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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2
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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3
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
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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
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5
Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek
;
Sondermann, Dieter
-
1993
Persistent link: https://www.econbiz.de/10000413907
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
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