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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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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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Log-normal interest rate models : stability and methodology
Sandmann, Klaus; Sondermann, Dieter - 1997
Persistent link: https://www.econbiz.de/10000954624
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On the stability of lognormal interest rate models
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000880242
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Zur Bewertung von Caps und Floors
Sandmann, Klaus; Sondermann, Dieter - 1988
Persistent link: https://www.econbiz.de/10000756236
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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Is inflation risk associated with the rate of inflation : new evidence for cointegrated time series
Schmidt, Roland - 1991
Persistent link: https://www.econbiz.de/10000815242
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Theory
Wooders, Myrna Holtz - 1991
Persistent link: https://www.econbiz.de/10000101336
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Duopoly strategies programmed by experienced players
Selten, Reinhard; Mitzkewitz, Michael; Uhlich, Gerald R. - 1988
Persistent link: https://www.econbiz.de/10000021047
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Option pricing with bounds on the underlying securities
Sondermann, Dieter - 1986 - Extended and rev
Persistent link: https://www.econbiz.de/10000736387