Finite maturity caps and floors on continuous flows
Year of publication: |
2007
|
---|---|
Authors: | Shackleton, Mark B. ; Wojakowski, Rafał |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 12, p. 3843-3859
|
Subject: | Fälligkeit | Maturity | Optionspreistheorie | Option pricing theory |
-
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu, (2016)
-
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong, (2015)
-
Inflating away the public debt? : an empirical assessment
Hilscher, Jens, (2014)
- More ...
-
Strategic entry and market leadership in a two-player real options game
Shackleton, Mark B., (2004)
-
Evaluating natural resource investments under different model dynamics : managerial insights
Tsekrekos, Andrianos E., (2012)
-
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights
Tsekrekos, Andrianos E., (2012)
- More ...