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A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
2
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
3
Mean-variance
hedging
for general claims
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811993
Saved in:
4
Stock price distributions, perfect option
hedging
, and complete markets
Müller, Sigrid M.
-
1989
Persistent link: https://www.econbiz.de/10000780954
Saved in:
5
Option
hedging
for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
Saved in:
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