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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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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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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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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