Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Viatcheslav Gorovoi and Vadim Linetsky
| Year of publication: |
2004
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|---|---|
| Authors: | Gorovoi, Viatcheslav ; Linetsky, Vadim |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 1, p. 49-78
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Zins | Interest rate | Opportunitätskosten | Opportunity cost | Schätzung | Estimation | Theorie | Theory | Japan |
| Extent: | graph. Darst |
|---|---|
| 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/10001917699