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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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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
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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