A new approach to check the free boundary of single factor interest rate put option
Walter Allegretto ...
| Year of publication: |
2000
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|---|---|
| Authors: | Allegretto, Walter ; Barone-Adesi, Giovanni ; Dinenis, Elias ; Lin, Yanping ; Sorwar, Ghulam |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 20.1999, 2, p. 153-168
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: |
Persistent link: https://www.econbiz.de/10009918841