Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Sergei LevendorskiÇ
| Year of publication: |
2006
|
|---|---|
| Authors: | Levendorskij, Sergej Z. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 2, p. 207-224
|
| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10003282260