Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Ren-raw Chen ; Louis Scott
| Year of publication: |
1995
|
|---|---|
| Authors: | Chen, Ren-Raw |
| Other Persons: | Scott, Louis O. (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 3.1995, 2, p. 53-72
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| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001223183