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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
Sandmann, Klaus
(
ed.
);
Sondermann, Dieter
(
honouree
); …
-
2002
Persistent link: https://www.econbiz.de/10001652397
Saved in:
4
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
5
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
Saved in:
8
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
9
A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus
;
Sondermann, Dieter
-
1991
Persistent link: https://www.econbiz.de/10000815479
Saved in:
10
Mixed oligopoly : a survey
Nett, Lorenz
-
1991
Persistent link: https://www.econbiz.de/10000834106
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