On errors and bias of Fourier transform methods in quadratic term structure models
Nina Boyarchenko; Sergei Levendorskiĭ
| Year of publication: |
2007
|
|---|---|
| Authors: | Boyarchenko, Nina ; Levendorskij, Sergej Z. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 2, p. 273-306
|
| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Systematischer Fehler | Bias |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003441974