Factor dependence of Bermudan swaptions : factor or fiction?
Leif Andersen; Jesper Andreasen
| Year of publication: |
2001
|
|---|---|
| Authors: | Andersen, Leif B. G. ; Andreasen, Jesper Fredborg |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 62.2001, 1, p. 3-37
|
| Subject: | Swap | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 36 - 37 In: Journal of financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001608806