Stochastic Interest Rates for Local Volatility Hybrids Models
Year of publication: |
[2008]
|
---|---|
Authors: | Benhamou, Eric |
Other Persons: | Rivoira, Arnaud (contributor) ; Gruz, Anne (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 17 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1107711 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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