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New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.; Aase Nielsen, Jørgen; … - In: Annals of finance 2 (2006) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
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Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Finance and stochastics 6 (2002) 3, pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus - 1991
Persistent link: https://www.econbiz.de/10013357862
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
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A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000855571
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A term structure model and the pricing of interest rate options
Sandmann, Klaus; Sondermann, Dieter - 1989
Persistent link: https://www.econbiz.de/10000781468
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A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus; Sondermann, Dieter - 1991
Persistent link: https://www.econbiz.de/10000815479