Volatility of the short rate in the rational lognormal model
Year of publication: |
1998
|
---|---|
Authors: | Goldberg, Lisa |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 2, p. 199-211
|
Subject: | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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