Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Anna Rita Bacinello and Fulvio Ortu
| Year of publication: |
1999
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|---|---|
| Authors: | Bacinello, Anna Rita ; Ortu, Fulvio |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 4, p. 293-312
|
| Subject: | Zero-Bond | Zero-coupon bond | Zinsrisiko | Interest rate risk | Theorie | Theory | Martingal | Martingale |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001517818