Explicit bond option formula in Heath-Jarrow-Morton one factor model
Marc Henrard
| Year of publication: |
2003
|
|---|---|
| Authors: | Henrard, Marc |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 1, p. 57-72
|
| Subject: | Optionsanleihe | Warrant bond | 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/10001769116