A two-factor, preference-free model for interest rate sensitive claims
Ren-raw Chen
| Year of publication: |
1995
|
|---|---|
| Authors: | Chen, Ren-Raw |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 3, p. 345-372
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | 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/10001180184