Pricing path-dependent interest rate contingent claims using a lattice
Venkat G. Dharan
| Year of publication: |
1997
|
|---|---|
| Authors: | Dharan, Venkat G. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 6.1997, 4, p. 40-49
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001218360