Efficient Pricing Barrier Options and CDS in Lévy Models with Stochastic Interest Rate
Year of publication: |
2015
|
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Authors: | Boyarchenko, Svetlana |
Other Persons: | Levendorskii, Sergei (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Kreditderivat | Credit derivative | Zins | Interest rate |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 13, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2544271 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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