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~language:"eng"
~person:"Kunitomo, Naoto"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Kunitomo, Naoto
Takahashi, Akihiko
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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The asymptotic expansion approach to the valuation of interest rate contingent claims
Kunitomo, Naoto
;
Takahashi, Akihiko
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 117-151
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