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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
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Reinsurance in arbitrage-free markets
Sondermann, Dieter - 1988
Persistent link: https://www.econbiz.de/10000741235
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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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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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Lognormality of rates and term structure models
Goldys, Ben - 1996
Persistent link: https://www.econbiz.de/10000954622
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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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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek - 1993
Persistent link: https://www.econbiz.de/10000880235
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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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Hedging of non-redundant contingent claims
Föllmer, Hans; Sondermann, Dieter - 1985
Persistent link: https://www.econbiz.de/10000419745
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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