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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
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Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen - 1999
Persistent link: https://www.econbiz.de/10001407653
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Fristigkeitsstruktur und Zinsänderungsrisiko : Vorüberlegungen zu einer Markowitz-Theorie des Bond-Portfolio-Management
Wilhelm, Jochen - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 44 (1992) 3, pp. 209-246
Persistent link: https://www.econbiz.de/10001121355
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Das Gaußsche Zinsstrukturmodell : eine Analyse auf der Basis von Wahrscheinlichkeitsverteilungen
Wilhelm, Jochen - 2000
Persistent link: https://www.econbiz.de/10001520044
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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
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Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen - 2001 - 2. draft
Persistent link: https://www.econbiz.de/10001565740