Valuation of two-factor term structure models
Year of publication: |
1995
|
---|---|
Authors: | Goldman, D. ; Heath, D. ; Kentwell, Glenn ; Platen, Eckhard |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 263-291
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
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