The squared Ornstein-Uhlenbeck market
Year of publication: |
2004
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Authors: | Aquilina, J. ; Rogers, Leonard C. G. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 4, p. 487-513
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Subject: | Ornstein-Uhlenbeck Market | CAPM | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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