The pricing of option on bond forwards
Chang Mo Ahn and D. Chinhyung Cho
| Year of publication: |
2005
|
|---|---|
| Authors: | Ahn, Chang-mo ; Cho, D. C. |
| Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 18.2005, 4, p. 355-369
|
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Anleihe | Bond | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003289750