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isPartOf:"The journal of computational finance"
~person:"Miltersen, Kristian R."
~isPartOf:"Publications from Department of Management"
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Miltersen, Kristian R.
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The journal of computational finance
Publications from Department of Management
Publications from Department of Management, Odense University
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Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
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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
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