Pricing stock and bond derivatives with a multi-factor Gaussian model
Year of publication: |
1998
|
---|---|
Authors: | Bajeux-Besnainou, Isabelle ; Portait, Roland |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 3/4, p. 207-225
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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