A moment matching method for option pricing under stochastic interest rates
| Year of publication: |
2021
|
|---|---|
| Authors: | Antonelli, Fabio ; Ramponi, Alessandro ; Scarlatti, Sergio |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 37.2021, 4 (07.05.), p. 802-822
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2624 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012534920