Pricing of interest rate contingent claims : implementing a simulation approach
Year of publication: |
1998
|
---|---|
Authors: | Miltersen, Kristian R. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1998, 3, p. 7-62
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Simulation | Theorie | Theory |
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