Author:
MILTERSEN KRISTIAN R.,SANDMANN KLAUS,SONDERMANN DIETER
Subject
Economics and Econometrics,Finance,Accounting
Reference33 articles.
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2. Brace , Alan Marek Musiela. 1994 A multifactor Gauss Markov implementation of Heath Jarrow, Morton, Working paper, University of New South Wales, Sydney, Australia
3. The pricing of default-free interest rate cap, floor, and collar agreements;Briys;The Journal of Finance,1991
4. Duffie , James Darrell 1994 Forward rate curves with default risk Working paper, Stanford University, Stanford, California
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