Instantaneous caps and floors on the short rate
Year of publication: |
2008
|
---|---|
Authors: | Lindset, Snorre |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 3, p. 3-14
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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