Closed form solutions for term structure derivatives with log-normal interest rates

Journal of Finance

Volumn 52, Issue 1, 1997, Pages 409-430

  Miltersen, Kristian R ^a   Sandmann, Klaus ^a   Sondermann, Dieter ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040360988     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.2307/2329571     Document Type: Article

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