Utility Indifference Pricing of Interest-Rate Guarantees
Year of publication: |
2009
|
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Authors: | Benth, Fred Espen |
Other Persons: | Proske, Frank (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Nutzen | Utility | Zinsstruktur | Yield curve | Unvollkommener Markt | Incomplete market | Zins | Interest rate |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 1, pp. 63-82, 2009 Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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