Journal of Finance Vol. 52 No. 1 1997
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Abstract
Kristian R. Miltersen, Klaus Sandmann, Dieter Sondermann, Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates, The Journal of Finance, Vol. 52, No. 1 (Mar., 1997), pp. 409-430
- DOI
- 10.2307/2329571
- Volume
- 52
- Issue
- 1
- Pages
- 409
- Sources
- openalex crossref