Pricing interest rate derivatives under stochastic volatility
Year of publication: |
2011
|
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Authors: | Tahani, Nabil ; Li, Xiaofei |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 1, p. 72-91
|
Subject: | Anleihe | Bond | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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