State space symmetry and two factor option pricing models
Marc Chesney and Rajna Gibson
| Year of publication: |
1994 ; 2. rev.: Ocotober 1993
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|---|---|
| Authors: | Chesney, Marc ; Gibson, Rajna |
| Publisher: |
Lausanne |
| Extent: | 29 Bl. |
|---|---|
| Series: | Working paper / Institute of Banking and Financial Management. - Lausanne. - Vol. 9402 |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004213978