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~person:"Aase Nielsen, Jørgen"
~subject:"Asian option"
~subject:"Hedging"
~subject:"Interest rate derivative"
~subject:"Interest rate"
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Aase Nielsen, Jørgen
Sandmann, Klaus
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Miltersen, Kristian R.
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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:
2
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
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