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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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A term structure model and the pricing of interest rate options
Sandmann, Klaus
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Sondermann, Dieter
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1989
Persistent link: https://www.econbiz.de/10000781468
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An intertemporal interest rate market model : complete markets
Sandmann, Klaus
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1988
Persistent link: https://www.econbiz.de/10000125430
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