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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946114
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Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - In: European financial management : the journal of the … 3 (1997) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10001541513
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Problemlösung oder riskantes Investment?
Sommer, Daniel - In: Die Bank (2014) 12, pp. 14-15
Persistent link: https://www.econbiz.de/10010437511
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908122
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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946123
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Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
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Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387
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A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger - In: Applied mathematical finance 3 (1996) 4, pp. 295-317
Persistent link: https://www.econbiz.de/10001217786