A simple approach to interest-rate option pricing
Stuart M. Turnbull ; Frank Milne
| Year of publication: |
1991
|
|---|---|
| Authors: | Turnbull, Stuart M. |
| Other Persons: | Milne, Frank (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 4.1991, 1, p. 87-120
|
| Subject: | Zinsderivat | Interest rate derivative | CAPM | 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://www.econbiz.de/10001102563