On the valuation of an option to exchange one interest rate for another
Year of publication: |
1996
|
---|---|
Authors: | Fu, Qiang |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 4, p. 645-653
|
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Theorie | Theory |
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