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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~person:"Glasserman, Paul"
~subject:"Yield curve"
~subject:"Zins"
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Optionspreistheorie
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Finance and stochastics
Finance research letters
The journal of computational finance
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Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
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