Implied derivative security prices based two-factor interest model : a UK application
Year of publication: |
2005
|
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Authors: | Sorwar, Ghulam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 10, p. 739-744
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zins | Interest rate |
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