Cash-Settled Swaptions : A New Pricing Model
Year of publication: |
2019
|
---|---|
Authors: | Pietersz, Raoul |
Other Persons: | Sengers, Frank (contributor) ; Michielon, Matteo (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | CAPM | Swap | Preismanagement | Pricing strategy |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 26, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3041228 [DOI] |
Classification: | C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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