Pricing bond options in a worst-case scenario
David Epstein and Paul Wilmott
| Year of publication: |
2002
|
|---|---|
| Authors: | Epstein, David ; Wilmott, Paul |
| Published in: |
New directions in mathematical finance. - Chichester : Wiley, ISBN 0-471-49817-3. - 2002, p. 117-133
|
| Subject: | Optionspreistheorie | Option pricing theory | Anleihe | Bond |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001736568