Bounds for present value functions with stochastic interest rates and stochastic volatility
Year of publication: |
2002
|
---|---|
Authors: | De Schepper, Ann ; Goovaerts, Marc J. ; Dhaene, Jan ; Kaas, R. ; Vyncke, David |
Publisher: |
Leuven |
Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Extent: | 24 Bl graph. Darst |
---|---|
Series: | Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics. - Leuven, ZDB-ID 2175901-7. - Vol. 0218 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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