Analytical pricing of European bond options within one-factor quadratic term structure models
Year of publication: |
2016
|
---|---|
Authors: | Leblon, Grégoire ; Moraux, Franck |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2017, 3, p. 29-41
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
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