Authors: SANDMANN K SONDERMANN D

Citation: K. Sandmann et D. Sondermann, A NOTE ON THE STABILITY OF LOGNORMAL INTEREST-RATE MODELS AND THE PRICING OF EURODOLLAR FUTURES, Mathematical finance, 7(2), 1997, pp. 119-125

Authors: MILTERSEN KR SANDMANN K SONDERMANN D

Citation: Kr. Miltersen et al., CLOSED-FORM SOLUTIONS FOR TERM STRUCTURE DERIVATIVES WITH LOG-NORMAL INTEREST-RATES, The Journal of finance, 52(1), 1997, pp. 409-430

Authors: NIELSEN JA SANDMANN K

Citation: Ja. Nielsen et K. Sandmann, UNIQUENESS OF THE FAIR PREMIUM FOR EQUITY-LINKED LIFE-INSURANCE CONTRACTS, Geneva papers on risk and insurance. Theory, 21(1), 1996, pp. 65-102

Authors: NIELSEN JA SANDMANN K

Citation: Ja. Nielsen et K. Sandmann, EQUITY-LINKED LIFE-INSURANCE - A MODEL WITH STOCHASTIC INTEREST-RATES, Insurance. Mathematics & economics, 16(3), 1995, pp. 225-253