The valuation of interest rate guarantees : an application of American option pricing theory
Anders Grosen and Anders Løchte Jørgensen
| Year of publication: |
1995
|
|---|---|
| Authors: | Grosen, Anders ; Løchte Jørgensen, Peter |
| Publisher: |
°Arhus |
| Subject: | Derivat | Derivative | CAPM | Theorie | Theory |
| Extent: | 29 S |
|---|---|
| Series: | Working paper. - Århus : [Institut for Finansiering og Kreditvaesen, Handelshøjskolen i Århus], ISSN 0907-6883, ZDB-ID 2941245-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000918087