Pricing derivatives with barriers in a stochastic interest rate environment
Year of publication: |
2008
|
---|---|
Authors: | Bernard, Carole ; Le Courtois, Olivier ; Quittard-Pinon, François |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 9, p. 2903-2938
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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