Pricing American interest rate claims with humped volatility models
Juan M. Moraleda ; Ton C. F. Vorst
| Year of publication: |
1997
|
|---|---|
| Authors: | Moraleda Novo, Juan Manuel |
| Other Persons: | Vorst, Ton (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 21.1997, 8, p. 1131-1157
|
| Subject: | Optionsgeschäft | Option trading | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Theorie | Theory |
| 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/10001226778