A unified approach for pricing contingent claims on multiple term structures
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 |
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