A generalization of reset options pricing formulae with stochastic interest rates
| Year of publication: |
2007
|
|---|---|
| Authors: | Li, Shu Jin ; Li, Sheng Hong ; Sun, Chao |
| Published in: |
Research in International Business and Finance. - Elsevier, ISSN 0275-5319. - Vol. 21.2007, 2, p. 119-133
|
| Publisher: |
Elsevier |