Hybrid Equity Swap, Cap, and Floor Pricing Under Stochastic Interest by Markov Chain Approximation
Year of publication: |
[2022]
|
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Authors: | Kirkby, Justin |
Publisher: |
[S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Swap | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 27, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4121816 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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