The pricing of Asian options under stochastic interest rates
Year of publication: |
1996
|
---|---|
Authors: | Aase Nielsen, Jørgen |
Other Persons: | Sandmann, Klaus (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 3, p. 209-236
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Theorie | Theory |
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