Lattice models for pricing American interest rate claims
Anlong Li, Peter Ritchken, and L. Sankarasubramanian
| Year of publication: |
1995
|
|---|---|
| Authors: | Li, Anlong |
| Other Persons: | Ritchken, Peter H. (contributor) ; Sankarasubramanian, L. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 50.1995, 2, p. 719-737
|
| Subject: | CAPM | Zinsderivat | Interest rate derivative | USA | United States |
| 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/10001184823