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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of business economics : JBE"
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International journal of theoretical and applied finance
Journal of business economics : JBE
Publications from Department of Management
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1
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
Saved in:
2
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
3
Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
-
1997
Persistent link: https://www.econbiz.de/10000973571
Saved in:
4
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
-
1996
Persistent link: https://www.econbiz.de/10000940850
Saved in:
5
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
6
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
7
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
Saved in:
8
Zustandspreise und die Modellierung des Zinsänderungsrisikos
Sandmann, Klaus
- In:
Journal of business economics : JBE
66
(
1996
)
7
,
pp. 813-836
Persistent link: https://www.econbiz.de/10001200770
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