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Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001407653
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A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000982111
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Das Gaußsche Zinsstrukturmodell : eine Analyse auf der Basis von Wahrscheinlichkeitsverteilungen
Wilhelm, Jochen - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001520044
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Unternehmensbewertung : eine finanzmarkttheoretische Untersuchung
Wilhelm, Jochen - 2003
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001847098
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A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000666335
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Arbitrage, Pseudowahrscheinlichkeiten und Martingale : ein didaktisch einfacher Zugang zur elementaren Bewertungstheorie für Derivate
Nietert, Bernhard; Wilhelm, Jochen - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000983508
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Some economic remarks on arbitrage theory
Nietert, Bernhard; Wilhelm, Jochen - 2001
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001550875
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Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen - 2001 - 2. draft
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001565740
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Non-negativity of nominal and real riskless rates, arbitrage theory, and the null-alternative cash
Nietert, Bernhard (contributor); Wilhelm, Jochen (contributor) - 2004
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002184410