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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479
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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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Lognormality of rates and term structure models
Goldys, Ben - 1996
Persistent link: https://www.econbiz.de/10000954622
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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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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek - 1993
Persistent link: https://www.econbiz.de/10000880235
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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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Option pricing with bounds on the underlying securities
Sondermann, Dieter - In: Bankpolitik, finanzielle Unternehmensführung und die …, (pp. 421-442). 1988
Persistent link: https://www.econbiz.de/10001269933
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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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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