Another look at the Ho-Lee bond option pricing model
Young Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev, and Frank J. Fabozzi
| Year of publication: |
2018
|
|---|---|
| Authors: | Kim, Young Shin ; Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| 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. 25.2018, 4, p. 48-53
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve |
| 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/10011965408