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~person:"Lu, Yinqiu"
~person:"Miltersen, Kristian R."
~subject:"Theory"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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Lu, Yinqiu
Miltersen, Kristian R.
Hautsch, Nikolaus
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Essays in financial economics
Lu, Yinqiu
-
2005
Persistent link: https://www.econbiz.de/10003553447
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2
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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3
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
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4
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
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5
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
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6
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
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