Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Sanjay K. Nawalkha
| Year of publication: |
1995
|
|---|---|
| Authors: | Nawalkha, Sanjay K. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 19.1995, 1, p. 153-164
|
| Subject: | Optionspreistheorie | Option pricing theory | 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/10001181869