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~person:"Sandmann, Klaus"
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Search: subject:"change of measure"
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Change of measure
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Sandmann, Klaus
Burnecki, Krzysztof
3
Date, Paresh
2
Mamon, Rogemar
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Mijatovi´c, Aleksandar
2
Schneider, Paul
2
Tenyakov, Anton
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Teuerle, Marek A.
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In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
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2
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
Miltersen, Kristian
;
Nielsen, J.
;
Sandmann, Klaus
- In:
Annals of Finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10005701365
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