The pricing of Asian options under stochastic interest rates
J. Aase Nielsen; Klaus Sandmann
| Year of publication: |
1995
|
|---|---|
| Authors: | Aase Nielsen, Jørgen |
| Other Persons: | Sandmann, Klaus (contributor) |
| Publisher: |
Bonn : Univ. |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000922816