Convergence of discrete time option pricing models under stochastic interest rates
| Year of publication: |
2000
|
|---|---|
| Authors: | Lesne, J.-P. ; Prigent, J.-L. ; Scaillet, O. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 4.2000, 1, p. 81-94
|