Pricing and hedging bond options and sinking-fund bonds under the CIR model
Year of publication: |
2022
|
---|---|
Authors: | Larguinho, Manuela ; Dias, José Carlos ; Braumann, Carlos A. |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 1, p. 1-34
|
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Zinsstruktur | Yield curve | CAPM |
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