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~subject:"Interest rate"
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Option pricing theory
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forward risk adjusted measure
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Sandmann, Klaus
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Aase Nielsen, Jørgen
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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University of Bonn, Germany
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1
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
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2
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
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3
The pricing of options with an uncertain interest rate: A discrete time approach
Sandmann, Klaus
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028431
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