Work

Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates

Year: 1997

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1997.tb03823.x

Authors: KRISTIAN R. MILTERSEN, KLAUS SANDMANN, DIETER SONDERMANN

Institutions: University of Bonn, Johannes Gutenberg University Mainz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2127386934

FWCI: 48.95

Cites: 30

Cited by: 606

Related to: 10