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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995
Persistent link: https://www.econbiz.de/10000908299
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
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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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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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A model of the term structure of interest rates
Miltersen, Kristian R. - 1993
Persistent link: https://www.econbiz.de/10000870232
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An empirical study of the term structure of interest rates
Miltersen, Kristian R. - 1992
Persistent link: https://www.econbiz.de/10000851680
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An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R. - 1992 - 2. ed
Persistent link: https://www.econbiz.de/10000853604
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498
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Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - 1996
Persistent link: https://www.econbiz.de/10000940850