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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Christopeit, Norbert"
~person:"Foellmer, Hans"
~person:"Miltersen, Kristian R."
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
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Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10007308282
Saved in:
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