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~isPartOf:"OR spectrum : quantitative approaches in management"
~isPartOf:"Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ..."
~isPartOf:"Passauer Diskussionspapiere"
~isPartOf:"Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF"
~isPartOf:"SpringerLink / Bücher"
~isPartOf:"Universität Passau - Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung - Arbeitspapiere"
~language:"eng"
~subject:"Zinsstruktur"
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OR spectrum : quantitative approaches in management
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
Passauer Diskussionspapiere
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
SpringerLink / Bücher
Universität Passau - Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung - Arbeitspapiere
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Option Prices with Stochastic Interest Rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
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2001
Persistent link: https://www.econbiz.de/10008659148
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A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen
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1998
Persistent link: https://www.econbiz.de/10000982111
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Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen
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1999
Persistent link: https://www.econbiz.de/10001407653
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Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
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2001
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2. draft
Persistent link: https://www.econbiz.de/10001565740
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Stochastic Discounting and the Term Structure of Interest Rates in Discrete Time - (2nd Draft)
Wilhelm, Jochen
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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
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