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1
Anwendungen eines Binomialmodells der
Zinsstruktur
auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
2
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
3
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
4
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
5
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
6
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
7
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
8
An arbitrage
theory
of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
9
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
10
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
-
1997
Persistent link: https://www.econbiz.de/10000968609
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