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Non-negativity of nominal and real riskless rates, arbitrage theory, and the null-alternative cash

Nietert, Bernhard (contributor); Wilhelm, Jochen (contributor) - 2004

Persistent link: https://www.econbiz.de/10002184410

Some economic remarks on arbitrage theory

Nietert, Bernhard; Wilhelm, Jochen - 2001

Persistent link: https://www.econbiz.de/10001550875

A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective

Wilhelm, Jochen - 1998

Persistent link: https://www.econbiz.de/10000666335

A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective

Wilhelm, Jochen - 1998

Persistent link: https://www.econbiz.de/10000982111

Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified

Wilhelm, Jochen - 1999

Persistent link: https://www.econbiz.de/10001407653

Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified

Wilhelm, Jochen - 2001 - 2. draft

Persistent link: https://www.econbiz.de/10001565740

Option Prices with Stochastic Interest Rates - Black/Scholes and Ho/Lee Unified

Wilhelm, Jochen - Universität <Passau> / Lehrstuhl für … - 2001

The option pricing model by Black and Scholes (1973) and the term structure model by Ho and Lee (1986) are among the most influential models of capital market theory. (...)

Persistent link: https://www.econbiz.de/10005844814

Stochastic Discounting and the Term Structure of Interest Rates in Discrete Time - (2nd Draft)

Wilhelm, Jochen - 1996

The present paper employs the general method of stochastic discounting to show how models of the term structure of interest rates may be developed. (...)

Persistent link: https://www.econbiz.de/10005844818