Derivatives pricing with affine models and numerical implementation
Year of publication: |
2013
|
---|---|
Authors: | Chen, Mark Ke ; Poon, Ser-Huang |
Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 148-168
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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