Pricing options under stochastic interest rates : a new approach
Yong-Jin Kim and Naoto Kunitomo
| Year of publication: |
1999
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|---|---|
| Authors: | Kim, Yong-jin ; Kunitomo, Naoto |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 1, p. 49-70
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001506396