A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Beniamin Goldys
| Year of publication: |
1997
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|---|---|
| Authors: | Goldys, Ben |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 4, p. 345-352
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| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001226609