Stochastic mean and stochastic volatility : a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management
Year of publication: |
1996
|
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Authors: | Chen, Lin |
Published in: |
Financial markets, institutions & instruments. - Boston, Mass. [u.a.] : Wiley-Blackwell, ISSN 0963-8008, ZDB-ID 1122275-X. - Vol. 5.1996, 1
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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