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Sandmann, Klaus
8
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6
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5
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2
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2
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2
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1
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10007308282
Saved in:
2
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
Sandmann, Klaus
;
Sondermann, Dieter
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10008220057
Saved in:
3
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
Saved in:
4
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
Miltersen, Kristian R.
;
Persson, Svein-Arne
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10006910261
Saved in:
5
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.
;
Persson, Svein-arne
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2003
)
4
,
pp. 257-279
Persistent link: https://www.econbiz.de/10005929927
Saved in:
6
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.
;
Persson, Svein-arne
- In:
Scandinavian actuarial journal : Actuarial Society of …
107
(
2003
)
4
,
pp. 257-279
Persistent link: https://www.econbiz.de/10005931381
Saved in:
7
REAL OPTIONS WITH UNCERTAIN MATURITY AND COMPETITION
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
2007
Persistent link: https://www.econbiz.de/10007724569
Saved in:
8
Editorial
Sondermann, Dieter
;
Müller, Werner A.
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 141-142
Persistent link: https://www.econbiz.de/10008216441
Saved in:
9
Editorial
Sondermann, Dieter
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008216501
Saved in:
10
Perfect competition in an oligopoly (including bilateral monopoly)
Dubey, Pradeep
;
Sondermann, Dieter
- In:
Games and economic behavior
65
(
2009
)
1
,
pp. 124-141
Persistent link: https://www.econbiz.de/10008167305
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1
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