Analytical solutions for the pricing of American bond and yield options
Marc Chesney ; Robert J. Elliott ; Rajna Gibson
| Year of publication: |
1993
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| Authors: | Chesney, Marc ; Elliott, Robert J. ; Gibson, Rajna |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 3.1993, 3, p. 277-294
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| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | USA | United States |
| Type of publication: | Article |
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| 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/10001184869