Convergence of discrete time option pricing models under stochastic interest rates

J. P. Lesne, J. L. Prigent and O. Scaillet

Year of publication:	1998
Authors:	Lesne, J. P. ; Prigent, J. L. ; Scaillet, O.
Publisher:	Louvain-la-Neuve
Subject:	Optionspreistheorie \| Option pricing theory \| Zins \| Interest rate \| Stochastischer Prozess \| Stochastic process \| Unvollkommener Markt \| Incomplete market \| Theorie \| Theory

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