Template-Type: ReDIF-Paper 1.0
Title: A term structure model and the pricing of interest rate options
Author-Name: Sandmann,Klaus
Author-Name: Sondermann,Dieter
Author-WorkPlace-Name: University of Bonn
Classification-JEL: 0; 26,313,521
Keywords: Term structure,Interest rate options,Martingale,Hedging
Series: Sonderforschungsbereich 303
  Creation-Date: 1989-12
Handle: RePEc:bon:bonsfb:129