Narrow search
Showing 1 - 10 of 32
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
Cover Image
Log-normal interest rate models : stability and methodology
Sandmann, Klaus; Sondermann, Dieter - 1997
Persistent link: https://www.econbiz.de/10000954624
Cover Image
On the stability of lognormal interest rate models
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000880242
Cover Image
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
Cover Image
A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
Cover Image
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R. - 1991
Persistent link: https://www.econbiz.de/10000822414