Minimal realizations of interest rate models
Tomas Björk; Andrea Gombani
| Year of publication: |
1999
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|---|---|
| Authors: | Björk, Tomas ; Gombani, Andrea |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 4, p. 413-432
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| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001412162