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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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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
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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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Pricing bounds on Asian options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 449-473
Persistent link: https://www.econbiz.de/10001766894