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Factor Models and the Shape of...
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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
Saved in:
2
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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3
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
Saved in:
4
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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5
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
6
Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000952089
Saved in:
7
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
8
Factor models and the shape of the term structure
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000954666
Saved in:
9
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
Saved in:
10
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10004551536
Saved in:
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