Pricing barrier options with one-factor interest rate models
Year of publication: |
2003
|
---|---|
Authors: | Kuan, Grace C. H. ; Webber, Nick |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2003, 4, p. 33-50
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Zins | Interest rate | Swap | Theorie | Theory |
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