Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Andrew Carverhill and Kin Pang
| Year of publication: |
1995
|
|---|---|
| Authors: | Carverhill, Andrew |
| Other Persons: | Pang, Kin (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 5.1995, 2, p. 70-77
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | 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/10001213239