Approximate series solutions of a one-factor term structure model for bond pricing
Sunday Onos Edeki, Deborah Chikwado Okoli, Hijaz Ahmad and Wing-Keung Wong
| Year of publication: |
2021
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|---|---|
| Authors: | Edeki, Sunday Onos ; Okoli, Deborah Chikwado ; Ahmad, Hijaz ; Wong, Wing Keung |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 16.2021, 4, p. 1-22
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| Subject: | Bond pricing | one-factor model | option pricing | solution method | Black Scholes model | decomposition method | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Anleihe | Bond | CAPM | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222500051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013185499