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~person:"Miltersen, Kristian R."
~type_genre:"Non-commercial literature"
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Miltersen, Kristian R.
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Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
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1994
Persistent link: https://www.econbiz.de/10013276400
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A model of the term structure of interest rates
Miltersen, Kristian R.
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1993
Persistent link: https://www.econbiz.de/10000870232
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An empirical study of the term structure of interest rates
Miltersen, Kristian R.
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1992
Persistent link: https://www.econbiz.de/10000851680
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An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
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1992
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2. ed
Persistent link: https://www.econbiz.de/10000853604
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