Analytical pricing of European bond options within one-factor quadratic term structure models
Grégoire Leblon and Franck Moraux
| Year of publication: |
2016
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|---|---|
| Authors: | Leblon, Grégoire ; Moraux, Franck |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2017, 3, p. 29-41
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| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Derivat | Derivative | Zinsderivat | Interest rate derivative |
| 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/10011687340