A new finite element method for pricing of bond options under time inhomogeneous affine term structure models of interest rates
Hongtao Yang
| Year of publication: |
2007
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|---|---|
| Authors: | Yang, Hongtao |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 1, p. 31-49
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve |
| 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/10003415634