Evaluation en fair value de contrats participatifs
Year of publication: |
2005
|
---|---|
Authors: | Bernard, Carole ; Le Courtois, Olivier ; Quittard-Pinon, François |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 26.2005, 1, p. 73-107
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation |
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