Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis

Nicki Søndergaard Rasmussen

Year of publication:	Nov. 2002 ; [Elektronische Resource]
Other Persons:	Søndergaard Rasmussen, Nicki (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Optionspreistheorie \| Option pricing theory \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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