Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility
Year of publication: |
[2011]
|
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Authors: | van Haastrecht, Alexander |
Other Persons: | Lord, Roger (contributor) ; Pelsser, Antoon (contributor) ; Schrager, David (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Insurance: Mathematics and Economics, Vol. 45, No. 3, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2005 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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