Valuation of derivatives based on single-factor interest rate models
Year of publication: |
2007
|
---|---|
Authors: | Sorwar, Ghulam ; Barone-Adesi, Giovanni ; Allegretto, Walter |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 18.2007, 2, p. 251-269
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Theorie | Theory |
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