Yield option pricing in the generalized Cox-Ingersoll-Ross model
Year of publication: |
2000
|
---|---|
Authors: | Deelstra, Griselda |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 20.1999, 2, p. 169-183
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Theorie | Theory | EU-Staaten | EU countries | USA | United States |
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