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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"deu"
~language:"eng"
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Option pricing theory
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Sandmann, Klaus
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / B
28
Discussion paper / A
10
Universität Bonn - Sonderforschungsbereich 303 - Publikationen
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Discussion paper / Projektgruppe Theoretische Modelle, Sonderforschungsbereich 21, Ökonomische Prognose-, Entscheidungs- und Gleichgewichtsmodelle, Institut für Gesellschafts- und Wirtschaftswissenschaften, Universität Bonn, Wirtschaftstheoretische Abteilung
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Bankpolitik, finanzielle Unternehmensführung und die Theorie der Finanzmärkte : Festschrift für Hans-Jacob Krümmel zur Vollendung des 60. Lebensjahres
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A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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2
The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
Saved in:
3
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:
4
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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