Fast approximations of bond option prices under CKLS models
D. Y. Tangman; N. Thakoor; K. Dookhitram; M. Bhuruth
| Year of publication: |
2011
|
|---|---|
| Authors: | Tangman, D. Y. ; Thakoor, N. ; Dookhitram, K. ; Bhuruth, M. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 8.2011, 4, p. 206-212
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative |
| 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/10009425850