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Valuation of natural resource investments with stochastic convenience yields and interest rates
Miltersen, Kristian R. - In: Project flexibility, agency, and competition : new …, (pp. 183-204). 2000
Persistent link: https://www.econbiz.de/10001680723
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The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus - 1989
Persistent link: https://www.econbiz.de/10013276566
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - 1997
Persistent link: https://www.econbiz.de/10000972817
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The pricing of options with an uncertain interest rate: A discrete time approach
Sandmann, Klaus - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028431
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The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000922816
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Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen; Sandmann, Klaus - 1998
Persistent link: https://www.econbiz.de/10001387512
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An intertemporal interest rate market model : complete markets
Sandmann, Klaus - 1988
Persistent link: https://www.econbiz.de/10000125430