The valuation of American options on bonds
Year of publication: |
1997
|
---|---|
Authors: | Ho, Teng-suan |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 21.1997, 11, p. 1487-1513
|
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory |
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