//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"London School of Economics (LSE)"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"square-root process"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
average-rate claims
1
derivatives
1
square-root process
1
valuation
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Dassios, Angelos
1
Nagaradjasarma, Jayalaxshmi
1
Institution
All
London School of Economics (LSE)
Finance Discipline Group, Business School
6
Economics Group, Nuffield College, University of Oxford
3
Department of Economics, Oxford University
2
Facultat d'Economia i Empresa, Universitat de Barcelona
1
Fakultät für Wirtschaftswissenschaften, Technische Universität München
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Institute
1
Tinbergen Instituut
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
LSE Research Online Documents on Economics
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of Asian options on interest rates in the CIR model
Dassios, Angelos
;
Nagaradjasarma, Jayalaxshmi
-
London School of Economics (LSE)
-
2011
volatility. Given the versatility of the
square-root
process
, the results derived in this paper are also of value for various …
Persistent link: https://www.econbiz.de/10010746216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->