Bond and option pricing for interest rate model with clustering effects

Xin Zhang, Jie Xiong and Yang Shen

Year of publication:	June 2018
Authors:	Zhang, Xin ; Xiong, Jie ; Shen, Yang
Published in:	Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 6, p. 969-981
Subject:	Interest rate modelling \| Marked point process \| Hawkes processes \| Bond pricing \| Bond option \| Anleihe \| Bond \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory \| Zinsderivat \| Interest rate derivative \| Zins \| Interest rate \| Rentenmarkt \| Bond market

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011911229

A service of the