Continuous-time term structure models : forward measure approach
Marek Musiela ; Marek Rutkowski
| Year of publication: |
1997
|
|---|---|
| Authors: | Musiela, Marek |
| Other Persons: | Rutkowski, Marek (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 4, p. 261-291
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | 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/10001226612