Time-dependent variance and the pricing bond options
Year of publication: |
1987
|
---|---|
Authors: | Schaefer, Stephen M. |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 42.1987, 5, p. 1113-1128
|
Subject: | Derivat | Derivative | Hedging | Theorie | Theory | USA | United States |
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