A unified approach for pricing contingent claims on multiple term structures
Robert A. Jarrow ; Stuart M. Turnbull
| Year of publication: |
1998
|
|---|---|
| Authors: | Jarrow, Robert A. ; Turnbull, Stuart M. |
| Publisher: |
Boston : Kluwer Acad. Publ. |
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Theorie | Theory |
| Extent: | S. 5 - 19 |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000986787