A new approach to check the free boundary of single factor interest rate put option
Walter Allegretto ...
| Year of publication: |
2000
|
|---|---|
| Authors: | Allegretto, Walter ; Barone-Adesi, Giovanni ; Dinenis, Elias ; Lin, Yanping ; Sorwar, Ghulam |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 20.1999, 2, p. 153-168
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001544341