Path dependent options on yields in the affine term structure modely
| Year of publication: |
1998
|
|---|---|
| Authors: | Leblanc, Boris ; Scaillet, Olivier |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 4, p. 349-368
|