Effects of stochastic interest rates and volatility on contingent claims
Year of publication: |
2007
|
---|---|
Authors: | Kunitomo, Naoto ; Kim, Yong-jin |
Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 58.2007, 1, p. 71-106
|
Subject: | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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