Convergence of discrete time option pricing models under stochastic interest rates
J.-P. Lesne; J.-L. Prigent; O. Scaillet
| Year of publication: |
2000
|
|---|---|
| Authors: | Lesne, Jean-Philippe ; Prigent, Jean-Luc ; Scaillet, Olivier |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 1, p. 81-93
|
| Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487041