A Markovian framework in multi-factor Heath-Jarrow-Morton models
Koji Inui and Masaaki Kijima
| Year of publication: |
1998
|
|---|---|
| Authors: | Inui, Koji |
| Other Persons: | Kijima, Masaaki (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 3, p. 423-440
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001251496