Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Junwu Gan
| Year of publication: |
2005
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|---|---|
| Authors: | Gan, Junwu |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 8, p. 1019-1057
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| Subject: | Markov-Kette | Markov chain | Zins | Interest rate | Optionsgeschäft | Option trading | Cash Flow | Cash flow | 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/10003280033