A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives with Target Redemption Features
Year of publication: |
2010
|
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Authors: | Christara, Christina |
Other Persons: | Dang, Duy-Minh (contributor) ; Jackson, Kenneth R. (contributor) ; Lakhany, Asif (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Zins | Interest rate |
Extent: | 1 Online-Ressource (4 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Conference of Numerical Analysis and Applied Mathematics, Symposium on Computational Finance, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 19, 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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