Effects of stochastic interest rates and volatility on contingent claims
by Naoto Kunitomo and Yong-Jin Kim
| Year of publication: |
2007
|
|---|---|
| Authors: | Kunitomo, Naoto ; Kim, Yong-jin |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 58.2007, 1, p. 71-106
|
| Subject: | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing 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/10003423229